+27.1%
V vs PR
+66.2%
-39.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | -0.2% |
| 7D | -0.8% | -12.4% | +11.6% | -2.0% |
| 30D | +9.5% | -6.6% | +16.1% | +8.7% |
| 3M | +16.7% | +7.5% | +9.2% | +17.5% |
| 6M | +32.9% | +10.8% | +22.2% | +34.6% |
| YTD | +21.1% | +57.0% | -35.9% | +32.2% |
| All | +27.1% | +66.2% | -39.1% | +35.5% |
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