-4.8%
SPOT vs PR
+73.4%
-78.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.7% |
| 7D | -3.0% | -0.5% | -2.5% | -3.0% |
| 30D | +15.2% | -4.6% | +19.8% | +14.7% |
| 3M | +21.6% | +4.7% | +16.9% | +22.2% |
| 6M | +45.2% | +12.4% | +32.8% | +46.4% |
| YTD | +4.9% | +62.9% | -58.0% | +11.4% |
| 1Y | -4.8% | +70.6% | -75.3% | +3.5% |
| All | -4.8% | +73.4% | -78.2% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling