+1,185.9%
TER vs PR
+160.5%
+1,025.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.5% | -0.3% | -6.2% |
| 7D | -19.9% | -12.1% | -7.8% | -18.8% |
| 30D | -43.5% | +0.9% | -44.4% | -43.6% |
| 3M | -37.8% | +10.1% | -47.9% | -38.5% |
| 6M | -25.6% | +1.1% | -26.7% | -25.9% |
| YTD | +29.8% | +63.7% | -33.8% | +22.7% |
| 1Y | +43.2% | +87.0% | -43.9% | +33.4% |
| 3Y | +189.3% | +70.7% | +118.6% | +171.2% |
| 5Y | +76.9% | +246.8% | -169.9% | +54.5% |
| 10Y | +1,059.7% | +72.6% | +987.1% | +992.4% |
| All | +1,185.9% | +160.5% | +1,025.5% | +1,146.6% |
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