+191.4%
W vs PR
+160.5%
+31.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -6.5% | +17.5% | +11.5% |
| 7D | +8.4% | -12.1% | +20.5% | +9.3% |
| 30D | +16.5% | +0.9% | +15.6% | +16.3% |
| 3M | +6.4% | +10.1% | -3.7% | +5.4% |
| 6M | +90.5% | +1.1% | +89.4% | +89.2% |
| YTD | +23.1% | +63.7% | -40.6% | +17.1% |
| 1Y | +24.3% | +87.0% | -62.8% | +16.9% |
| 3Y | +149.0% | +70.7% | +78.3% | +136.2% |
| 5Y | -51.7% | +246.8% | -298.5% | -56.0% |
| 10Y | +280.1% | +72.6% | +207.5% | +394.4% |
| All | +191.4% | +160.5% | +31.0% | +304.6% |
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