-28.6%
U vs PR
+3,390.1%
-3,418.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -4.9% | +19.8% | +15.7% |
| 7D | +24.3% | -16.5% | +40.8% | +27.5% |
| 30D | +8.6% | -4.5% | +13.1% | +8.9% |
| 3M | +37.6% | +8.5% | +29.0% | +34.9% |
| 6M | +78.5% | -3.3% | +81.8% | +77.5% |
| YTD | +10.5% | +55.7% | -45.2% | +0.1% |
| 1Y | +15.2% | +82.0% | -66.8% | +1.1% |
| 3Y | +76.6% | +62.5% | +14.1% | +56.7% |
| 5Y | -67.9% | +223.9% | -291.8% | -74.5% |
| All | -28.6% | +3,390.1% | -3,418.7% | -45.6% |
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