+8.0%
U vs PR
+73.2%
-65.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -3.8% | +2.9% | -6.7% | -4.6% |
| 30D | +17.5% | +18.0% | -0.6% | +12.0% |
| 3M | +38.7% | +16.9% | +21.9% | +31.6% |
| 6M | +104.4% | +28.2% | +76.2% | +85.4% |
| YTD | -5.7% | +69.3% | -75.0% | -24.1% |
| 1Y | +3.7% | +69.5% | -65.8% | -17.5% |
| All | +8.0% | +73.2% | -65.2% | -21.1% |
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 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