+26.4%
V vs PR
+80.1%
-53.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.2% |
| 7D | +2.2% | -16.4% | +18.6% | +0.5% |
| 30D | +13.6% | -1.9% | +15.5% | +13.2% |
| 3M | +14.3% | +8.0% | +6.3% | +15.2% |
| 6M | +33.1% | +4.1% | +29.0% | +34.1% |
| YTD | +21.2% | +58.7% | -37.5% | +32.2% |
| 1Y | +26.4% | +75.8% | -49.4% | +36.1% |
| All | +26.4% | +80.1% | -53.6% | +36.1% |
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