+36.1%
TPR vs PR
+80.1%
-43.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -0.7% |
| 7D | +14.2% | -16.4% | +30.6% | +11.8% |
| 30D | +17.1% | -1.9% | +19.0% | +16.3% |
| 3M | -17.7% | +8.0% | -25.7% | -17.4% |
| 6M | -10.2% | +4.1% | -14.3% | -10.0% |
| YTD | +4.9% | +58.7% | -53.8% | +1.0% |
| 1Y | +36.1% | +75.8% | -39.7% | +20.7% |
| All | +36.1% | +80.1% | -43.9% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling