+54.6%
TER vs PR
+225.0%
-170.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.1% |
| 7D | -20.5% | -16.4% | -4.1% | -16.5% |
| 30D | -47.0% | -1.9% | -45.1% | -46.7% |
| 3M | -43.3% | +8.0% | -51.2% | -44.7% |
| 6M | -42.9% | +4.1% | -47.0% | -43.9% |
| YTD | +12.9% | +58.7% | -45.8% | -3.1% |
| 1Y | +18.2% | +75.8% | -57.7% | -1.8% |
| 3Y | +151.8% | +73.2% | +78.6% | +106.9% |
| All | +54.6% | +225.0% | -170.5% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling