+511.5%
XYZ vs PR
+160.5%
+351.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -6.5% | +21.8% | +16.0% |
| 7D | +16.5% | -12.1% | +28.6% | +18.0% |
| 30D | +15.0% | +0.9% | +14.1% | +14.5% |
| 3M | +3.5% | +10.1% | -6.6% | +2.0% |
| 6M | +21.9% | +1.1% | +20.8% | +20.8% |
| YTD | +34.6% | +63.7% | -29.0% | +25.8% |
| 1Y | +20.7% | +87.0% | -66.3% | +10.9% |
| 3Y | +80.0% | +70.7% | +9.3% | +66.4% |
| 5Y | -64.6% | +246.8% | -311.4% | -69.7% |
| 10Y | +619.5% | +72.6% | +546.9% | +687.5% |
| All | +511.5% | +160.5% | +351.1% | +577.3% |
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