-54.0%
W vs PR
+225.6%
-279.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.9% | -3.4% | -7.0% |
| 7D | -5.6% | -16.5% | +10.9% | -1.2% |
| 30D | +7.5% | -4.5% | +12.0% | +8.4% |
| 3M | +5.4% | +8.5% | -3.1% | +1.8% |
| 6M | +79.4% | -3.3% | +82.7% | +76.6% |
| YTD | +12.9% | +55.7% | -42.8% | -7.1% |
| 1Y | +12.4% | +82.0% | -69.6% | -12.9% |
| 3Y | +128.5% | +62.5% | +66.0% | +83.2% |
| 5Y | -54.0% | +223.9% | -277.9% | -70.8% |
| All | -54.0% | +225.6% | -279.6% | -70.8% |
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