+202.8%
TER vs PR
+433.6%
-230.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.9% |
| 7D | +0.6% | +2.9% | -2.3% | -0.2% |
| 30D | -8.3% | +18.0% | -26.3% | -12.2% |
| 3M | -12.2% | +16.9% | -29.1% | -15.9% |
| 6M | +17.1% | +28.2% | -11.1% | +8.0% |
| YTD | +84.7% | +69.3% | +15.3% | +57.8% |
| 1Y | +199.9% | +69.5% | +130.4% | +155.4% |
| 3Y | +232.8% | +81.7% | +151.1% | +173.3% |
| All | +202.8% | +433.6% | -230.8% | +98.2% |
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