+199.8%
TER vs PR
+76.5%
+123.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +5.5% |
| 7D | +0.6% | +2.9% | -2.3% | +0.5% |
| 30D | -8.3% | +18.0% | -26.3% | -8.8% |
| 3M | -12.2% | +16.9% | -29.1% | -11.9% |
| 6M | +17.0% | +28.2% | -11.2% | +10.5% |
| YTD | +84.6% | +69.3% | +15.3% | +59.6% |
| 1Y | +199.8% | +69.5% | +130.3% | +153.3% |
| All | +199.8% | +76.5% | +123.3% | +153.3% |
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