+240.4%
TPR vs PR
+433.6%
-193.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -2.3% | +2.9% | -5.2% | -2.9% |
| 30D | -23.0% | +18.0% | -41.0% | -25.6% |
| 3M | -12.5% | +16.9% | -29.3% | -15.7% |
| 6M | -21.4% | +28.2% | -49.6% | -26.4% |
| YTD | -3.5% | +69.3% | -72.8% | -15.4% |
| 1Y | +17.4% | +69.5% | -52.1% | +2.4% |
| 3Y | +291.3% | +81.7% | +209.6% | +227.6% |
| All | +240.4% | +433.6% | -193.2% | +106.8% |
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