+20.5%
XYZ vs PR
+80.1%
-59.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +2.3% |
| 7D | +12.1% | -16.4% | +28.6% | +6.7% |
| 30D | +12.4% | -1.9% | +14.3% | +11.5% |
| 3M | +8.2% | +8.0% | +0.2% | +10.5% |
| 6M | +20.7% | +4.1% | +16.6% | +24.0% |
| YTD | +31.3% | +58.7% | -27.4% | +42.2% |
| 1Y | +20.5% | +75.8% | -55.3% | +27.9% |
| All | +20.5% | +80.1% | -59.5% | +27.9% |
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