+86.9%
AG vs PR
+72.8%
+14.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.4% |
| 7D | -4.0% | -0.5% | -3.5% | -4.0% |
| 30D | -13.1% | -4.6% | -8.5% | -12.9% |
| 3M | -22.0% | +4.7% | -26.7% | -22.5% |
| 6M | -37.3% | +12.4% | -49.7% | -38.2% |
| YTD | -11.2% | +62.9% | -74.0% | -15.7% |
| 1Y | +23.9% | +70.6% | -46.6% | +17.1% |
| 3Y | +225.1% | +90.0% | +135.1% | +202.8% |
| 5Y | +7.7% | +255.5% | -247.8% | -5.9% |
| 10Y | +86.9% | +78.7% | +8.1% | +71.6% |
| All | +86.9% | +72.8% | +14.1% | +71.6% |
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