+80.1%
T vs PR
+169.5%
-89.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | -1.3% | +2.9% | -4.2% | -1.4% |
| 30D | +11.4% | +18.0% | -6.7% | +10.7% |
| 3M | +14.3% | +16.9% | -2.6% | +13.6% |
| 6M | -9.3% | +28.2% | -37.5% | -10.1% |
| YTD | +7.1% | +69.3% | -62.2% | +5.1% |
| 1Y | -9.1% | +69.5% | -78.6% | -10.9% |
| 3Y | +105.3% | +81.7% | +23.6% | +99.8% |
| 5Y | +66.8% | +422.2% | -355.4% | +55.7% |
| 10Y | +66.8% | +110.4% | -43.6% | +67.3% |
| All | +80.1% | +169.5% | -89.3% | +77.4% |
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