+145.5%
TER vs PR
+61.1%
+84.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.9% | -10.4% | -13.6% |
| 7D | -28.2% | -16.5% | -11.6% | -23.6% |
| 30D | -50.6% | -4.5% | -46.0% | -49.7% |
| 3M | -45.3% | +8.5% | -53.9% | -47.3% |
| 6M | -40.4% | -3.3% | -37.1% | -40.2% |
| YTD | +10.0% | +55.7% | -45.7% | -12.6% |
| 1Y | +13.6% | +82.0% | -68.4% | -16.8% |
| All | +145.5% | +61.1% | +84.3% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling