+353.7%
TPR vs PR
+152.6%
+201.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | +14.2% | -16.4% | +30.6% | +16.5% |
| 30D | +17.1% | -1.9% | +19.0% | +17.1% |
| 3M | -17.7% | +8.0% | -25.7% | -18.8% |
| 6M | -10.2% | +4.1% | -14.3% | -11.1% |
| YTD | +4.9% | +58.7% | -53.8% | -1.9% |
| 1Y | +36.1% | +75.8% | -39.7% | +25.6% |
| 3Y | +416.5% | +73.2% | +343.3% | +372.3% |
| 5Y | +254.8% | +230.1% | +24.6% | +193.7% |
| 10Y | +391.7% | +67.4% | +324.4% | +341.5% |
| All | +353.7% | +152.6% | +201.1% | +318.1% |
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