+59.8%
SO vs PR
+433.6%
-373.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | -0.2% | +2.9% | -3.1% | -0.2% |
| 30D | -4.6% | +18.0% | -22.6% | -5.0% |
| 3M | -3.0% | +16.9% | -19.9% | -3.5% |
| 6M | -8.3% | +28.2% | -36.5% | -8.9% |
| YTD | +3.5% | +69.3% | -65.8% | +2.0% |
| 1Y | -0.9% | +69.5% | -70.4% | -2.4% |
| 3Y | +45.4% | +81.7% | -36.3% | +42.0% |
| All | +59.8% | +433.6% | -373.8% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling