+33.4%
AG vs PR
+87.5%
-54.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -6.5% | +15.7% | +8.3% |
| 7D | -2.6% | -12.1% | +9.5% | -3.8% |
| 30D | -12.1% | +0.9% | -13.0% | -12.4% |
| 3M | -6.6% | +10.1% | -16.7% | -5.5% |
| 6M | -20.5% | +1.1% | -21.6% | -19.1% |
| YTD | -7.4% | +63.7% | -71.1% | -11.2% |
| 1Y | +33.4% | +87.0% | -53.6% | +18.0% |
| All | +33.4% | +87.5% | -54.1% | +18.0% |
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