-0.2%
W vs PR
+76.2%
-76.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -1.5% |
| 7D | -1.7% | +6.7% | -8.4% | +1.9% |
| 30D | +3.2% | -6.1% | +9.4% | +0.2% |
| 3M | +8.3% | +6.9% | +1.4% | +14.5% |
| 6M | +84.3% | +14.6% | +69.7% | +107.8% |
| YTD | +11.0% | +66.1% | -55.1% | +17.2% |
| 1Y | -0.2% | +77.0% | -77.2% | +8.4% |
| All | -0.2% | +76.2% | -76.4% | +8.4% |
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