+83.9%
UL vs PR
+147.8%
-63.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.0% | +1.2% |
| 7D | +5.5% | -16.5% | +22.0% | +5.6% |
| 30D | +11.4% | -4.5% | +15.9% | +11.4% |
| 3M | +6.0% | +8.5% | -2.6% | +5.9% |
| 6M | +18.0% | -3.3% | +21.3% | +18.0% |
| YTD | +6.2% | +55.7% | -49.5% | +5.8% |
| 1Y | +1.5% | +82.0% | -80.5% | +1.0% |
| 3Y | +39.8% | +62.5% | -22.7% | +39.0% |
| 5Y | +34.3% | +223.9% | -189.6% | +32.5% |
| 10Y | +102.6% | +64.2% | +38.4% | +109.4% |
| All | +83.9% | +147.8% | -63.9% | +94.9% |
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