+468.3%
V vs PR
+147.8%
+320.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -2.9% |
| 7D | +2.9% | -16.5% | +19.5% | +3.9% |
| 30D | +14.0% | -4.5% | +18.5% | +14.2% |
| 3M | +14.9% | +8.5% | +6.3% | +14.2% |
| 6M | +31.7% | -3.3% | +35.1% | +31.7% |
| YTD | +21.2% | +55.7% | -34.5% | +17.8% |
| 1Y | +25.3% | +82.0% | -56.8% | +20.6% |
| 3Y | +77.5% | +62.5% | +15.0% | +70.8% |
| 5Y | +102.6% | +223.9% | -121.3% | +85.8% |
| 10Y | +464.3% | +64.2% | +400.1% | +433.3% |
| All | +468.3% | +147.8% | +320.5% | +423.0% |
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