+29.3%
V vs PR
+87.5%
-58.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.5% | +10.4% | +3.1% |
| 7D | +9.0% | -12.1% | +21.1% | +7.7% |
| 30D | +18.1% | +0.9% | +17.2% | +17.9% |
| 3M | +18.3% | +10.1% | +8.2% | +19.5% |
| 6M | +34.1% | +1.1% | +33.0% | +34.8% |
| YTD | +25.2% | +63.7% | -38.4% | +36.5% |
| 1Y | +29.3% | +87.0% | -57.7% | +40.8% |
| All | +29.3% | +87.5% | -58.2% | +40.8% |
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 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