+74.3%
UL vs PR
+169.5%
-95.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | -1.3% | +2.9% | -4.2% | -1.4% |
| 30D | +0.5% | +18.0% | -17.6% | +0.4% |
| 3M | +17.6% | +16.9% | +0.7% | +17.5% |
| 6M | -5.4% | +28.2% | -33.6% | -5.5% |
| YTD | +0.7% | +69.3% | -68.6% | +0.3% |
| 1Y | -9.3% | +69.5% | -78.8% | -9.6% |
| 3Y | +24.5% | +81.7% | -57.2% | +23.8% |
| 5Y | +23.2% | +422.2% | -399.0% | +21.4% |
| 10Y | +64.5% | +110.4% | -45.9% | +73.6% |
| All | +74.3% | +169.5% | -95.1% | +84.7% |
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