+264.0%
SPOT vs PR
+50.7%
+213.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.0% |
| 7D | -0.9% | +2.9% | -3.8% | -1.1% |
| 30D | +12.5% | +18.0% | -5.6% | +11.1% |
| 3M | +9.9% | +16.9% | -7.0% | +8.5% |
| 6M | +1.6% | +28.2% | -26.6% | -0.5% |
| YTD | -6.6% | +69.3% | -75.9% | -10.4% |
| 1Y | -22.9% | +69.5% | -92.4% | -26.2% |
| 3Y | +244.3% | +81.7% | +162.6% | +225.0% |
| 5Y | +117.8% | +422.2% | -304.4% | +89.5% |
| All | +264.0% | +50.7% | +213.3% | +287.4% |
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