+1,729.2%
TER vs PR
+169.5%
+1,559.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.6% |
| 7D | +0.6% | +2.9% | -2.3% | +0.3% |
| 30D | -8.3% | +18.0% | -26.3% | -9.8% |
| 3M | -12.2% | +16.9% | -29.1% | -13.7% |
| 6M | +17.1% | +28.2% | -11.1% | +13.6% |
| YTD | +84.7% | +69.3% | +15.3% | +74.2% |
| 1Y | +199.9% | +69.5% | +130.4% | +182.6% |
| 3Y | +232.8% | +81.7% | +151.1% | +210.2% |
| 5Y | +198.6% | +422.2% | -223.7% | +153.8% |
| 10Y | +1,669.7% | +110.4% | +1,559.4% | +1,581.9% |
| All | +1,729.2% | +169.5% | +1,559.8% | +1,669.4% |
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