+112.9%
AA vs PR
+109.1%
+3.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.7% |
| 7D | -0.7% | +2.9% | -3.6% | -1.4% |
| 30D | +5.0% | +18.0% | -13.1% | +0.8% |
| 3M | -35.8% | +16.9% | -52.7% | -38.4% |
| 6M | -18.4% | +28.2% | -46.6% | -23.8% |
| YTD | -5.5% | +69.3% | -74.8% | -17.7% |
| 1Y | +61.0% | +69.5% | -8.5% | +39.5% |
| 3Y | +66.2% | +81.7% | -15.5% | +41.7% |
| 5Y | +11.4% | +422.2% | -410.9% | -25.9% |
| All | +112.9% | +109.1% | +3.8% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling