+477.5%
XYZ vs PR
+169.5%
+308.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -1.0% | +2.9% | -3.9% | -1.3% |
| 30D | -1.7% | +18.0% | -19.7% | -3.6% |
| 3M | +16.7% | +16.9% | -0.1% | +14.3% |
| 6M | +26.9% | +28.2% | -1.4% | +22.5% |
| YTD | +27.1% | +69.3% | -42.2% | +18.8% |
| 1Y | +9.3% | +69.5% | -60.2% | +1.8% |
| 3Y | +42.3% | +81.7% | -39.4% | +30.9% |
| 5Y | -69.3% | +422.2% | -491.6% | -74.4% |
| 10Y | +586.8% | +110.4% | +476.4% | +658.6% |
| All | +477.5% | +169.5% | +308.1% | +539.3% |
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