-9.3%
UL vs PR
+76.5%
-85.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.2% |
| 7D | -1.3% | +2.9% | -4.2% | -1.1% |
| 30D | +0.5% | +18.0% | -17.6% | +2.1% |
| 3M | +17.6% | +16.9% | +0.7% | +19.3% |
| 6M | -5.4% | +28.2% | -33.6% | -4.6% |
| YTD | +0.7% | +69.3% | -68.6% | +0.1% |
| 1Y | -9.3% | +69.5% | -78.8% | -9.5% |
| All | -9.3% | +76.5% | -85.8% | -9.5% |
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