+54.8%
T vs PR
+147.8%
-93.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.8% | +0.1% |
| 7D | +4.3% | -16.5% | +20.8% | +4.9% |
| 30D | -9.7% | -4.5% | -5.2% | -9.6% |
| 3M | -4.3% | +8.5% | -12.8% | -4.7% |
| 6M | -13.7% | -3.3% | -10.3% | -13.7% |
| YTD | -8.0% | +55.7% | -63.7% | -9.5% |
| 1Y | -6.9% | +82.0% | -89.0% | -9.0% |
| 3Y | +59.7% | +62.5% | -2.7% | +56.0% |
| 5Y | +53.4% | +223.9% | -170.5% | +45.1% |
| 10Y | +58.2% | +64.2% | -6.0% | +59.9% |
| All | +54.8% | +147.8% | -93.0% | +52.8% |
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 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