+26.3%
UL vs PR
+73.2%
-46.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | -1.3% | +2.9% | -4.2% | -1.2% |
| 30D | +0.5% | +18.0% | -17.6% | +1.3% |
| 3M | +17.6% | +16.9% | +0.7% | +18.5% |
| 6M | -5.4% | +28.2% | -33.6% | -4.4% |
| YTD | +0.7% | +69.3% | -68.6% | +2.2% |
| 1Y | -9.3% | +69.5% | -78.8% | -7.8% |
| All | +26.3% | +73.2% | -46.9% | +26.8% |
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