-8.4%
T vs PR
+80.1%
-88.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | +1.0% | -16.4% | +17.4% | +2.0% |
| 30D | -10.6% | -1.9% | -8.7% | -11.1% |
| 3M | -7.7% | +8.0% | -15.7% | -9.1% |
| 6M | -13.3% | +4.1% | -17.4% | -14.8% |
| YTD | -8.8% | +58.7% | -67.5% | -13.0% |
| 1Y | -8.4% | +75.8% | -84.2% | -11.4% |
| All | -8.4% | +80.1% | -88.5% | -11.4% |
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 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