+89.1%
U vs PR
+61.1%
+27.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -4.9% | +19.8% | +16.0% |
| 7D | +24.3% | -16.5% | +40.8% | +29.1% |
| 30D | +8.6% | -4.5% | +13.1% | +8.7% |
| 3M | +37.6% | +8.5% | +29.0% | +32.6% |
| 6M | +78.5% | -3.3% | +81.8% | +76.9% |
| YTD | +10.5% | +55.7% | -45.2% | -10.4% |
| 1Y | +15.2% | +82.0% | -66.8% | -13.6% |
| All | +89.1% | +61.1% | +27.9% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling