+393.2%
SE vs PR
+40.9%
+352.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.5% | +11.0% | +5.0% |
| 7D | +6.7% | -12.1% | +18.8% | +7.7% |
| 30D | -17.2% | +0.9% | -18.1% | -17.4% |
| 3M | -28.0% | +10.1% | -38.2% | -28.8% |
| 6M | -6.1% | +1.1% | -7.2% | -6.7% |
| YTD | -37.1% | +63.7% | -100.8% | -40.3% |
| 1Y | -48.8% | +87.0% | -135.8% | -52.0% |
| 3Y | +79.0% | +70.7% | +8.3% | +68.1% |
| 5Y | -77.5% | +246.8% | -324.3% | -80.1% |
| All | +393.2% | +40.9% | +352.3% | +396.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling