+486.5%
XYZ vs PR
+147.8%
+338.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -3.6% |
| 7D | +9.2% | -16.5% | +25.8% | +11.2% |
| 30D | +9.8% | -4.5% | +14.3% | +10.1% |
| 3M | -0.2% | +8.5% | -8.7% | -1.5% |
| 6M | +18.0% | -3.3% | +21.3% | +17.5% |
| YTD | +29.1% | +55.7% | -26.6% | +21.3% |
| 1Y | +14.1% | +82.0% | -67.9% | +5.1% |
| 3Y | +72.6% | +62.5% | +10.2% | +60.4% |
| 5Y | -64.6% | +223.9% | -288.5% | -69.5% |
| 10Y | +590.0% | +64.2% | +525.8% | +659.4% |
| All | +486.5% | +147.8% | +338.7% | +553.1% |
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