+110.2%
SPOT vs PR
+225.0%
-114.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.1% |
| 7D | +1.6% | -16.4% | +18.0% | +4.3% |
| 30D | +17.6% | -1.9% | +19.5% | +17.6% |
| 3M | +26.9% | +8.0% | +19.0% | +24.9% |
| 6M | +41.8% | +4.1% | +37.7% | +39.8% |
| YTD | +3.8% | +58.7% | -54.9% | -5.3% |
| 1Y | -2.5% | +75.8% | -78.3% | -12.8% |
| 3Y | +260.6% | +73.2% | +187.4% | +214.6% |
| All | +110.2% | +225.0% | -114.9% | +50.6% |
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