+2.4%
W vs PR
+72.7%
-70.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +3.2% |
| 7D | -7.4% | -0.5% | -6.9% | -7.8% |
| 30D | +7.8% | -4.6% | +12.4% | +5.7% |
| 3M | +10.9% | +4.7% | +6.2% | +15.9% |
| 6M | +86.4% | +12.4% | +74.0% | +107.9% |
| YTD | +14.0% | +62.9% | -48.9% | +18.9% |
| All | +2.4% | +72.7% | -70.3% | +10.0% |
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 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