-68.4%
U vs PR
+225.0%
-293.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.0% |
| 7D | +36.6% | -16.4% | +53.0% | +42.3% |
| 30D | +13.3% | -1.9% | +15.2% | +13.0% |
| 3M | +26.2% | +8.0% | +18.2% | +22.3% |
| 6M | +88.7% | +4.1% | +84.6% | +83.2% |
| YTD | +16.6% | +58.7% | -42.1% | -1.5% |
| 1Y | +29.0% | +75.8% | -46.9% | +5.2% |
| 3Y | +99.5% | +73.2% | +26.3% | +60.0% |
| All | -68.4% | +225.0% | -293.5% | -79.2% |
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