+19.8%
U vs PR
+73.4%
-53.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | -0.4% |
| 7D | +16.9% | -0.5% | +17.4% | +17.0% |
| 30D | +6.4% | -4.6% | +11.0% | +5.3% |
| 3M | +13.2% | +4.7% | +8.5% | +15.6% |
| 6M | +84.8% | +12.4% | +72.3% | +94.5% |
| YTD | +12.4% | +62.9% | -50.4% | +35.9% |
| 1Y | +19.8% | +70.6% | -50.8% | +45.5% |
| All | +19.8% | +73.4% | -53.6% | +45.5% |
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