+113.3%
SPOT vs PR
+269.8%
-156.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -2.0% |
| 7D | -2.6% | +6.7% | -9.3% | -3.6% |
| 30D | +13.5% | -6.1% | +19.6% | +14.3% |
| 3M | +22.2% | +6.9% | +15.4% | +20.5% |
| 6M | +38.3% | +14.6% | +23.7% | +34.4% |
| YTD | +3.1% | +66.1% | -63.1% | -6.6% |
| 1Y | -7.6% | +77.0% | -84.6% | -17.3% |
| 3Y | +250.0% | +93.8% | +156.2% | +200.0% |
| 5Y | +113.3% | +268.2% | -154.9% | +50.8% |
| All | +113.3% | +269.8% | -156.5% | +50.8% |
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 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