+72.2%
V vs PR
+433.6%
-361.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -1.7% | +2.9% | -4.6% | -2.1% |
| 30D | +2.0% | +18.0% | -16.1% | -0.2% |
| 3M | +17.4% | +16.9% | +0.5% | +14.8% |
| 6M | +17.5% | +28.2% | -10.7% | +13.3% |
| YTD | +7.6% | +69.3% | -61.7% | -0.3% |
| 1Y | +7.7% | +69.5% | -61.8% | -0.4% |
| 3Y | +54.7% | +81.7% | -27.0% | +38.6% |
| All | +72.2% | +433.6% | -361.5% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling