-54.2%
W vs PR
+225.0%
-279.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -2.0% |
| 7D | -3.6% | -16.4% | +12.8% | +0.9% |
| 30D | +7.0% | -1.9% | +8.9% | +7.0% |
| 3M | +7.4% | +8.0% | -0.6% | +3.9% |
| 6M | +69.3% | +4.1% | +65.2% | +63.0% |
| YTD | +11.3% | +58.7% | -47.4% | -9.0% |
| 1Y | +13.2% | +75.8% | -62.6% | -10.9% |
| 3Y | +142.0% | +73.2% | +68.9% | +91.0% |
| All | -54.2% | +225.0% | -279.3% | -70.7% |
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