+65.7%
AG vs PR
+86.0%
-20.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.7% | -2.5% |
| 7D | -10.0% | +6.0% | -15.9% | -10.4% |
| 30D | -10.5% | -4.2% | -6.3% | -10.3% |
| 3M | -27.3% | +10.0% | -37.2% | -28.0% |
| 6M | -43.0% | +15.6% | -58.6% | -44.0% |
| YTD | -17.9% | +68.2% | -86.1% | -22.3% |
| 1Y | +11.9% | +79.2% | -67.3% | +5.2% |
| 3Y | +201.8% | +94.9% | +106.9% | +180.4% |
| 5Y | -0.1% | +272.8% | -272.8% | -13.0% |
| All | +65.7% | +86.0% | -20.3% | +50.7% |
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