+228.9%
AG vs PR
+86.9%
+142.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.1% |
| 7D | +6.0% | -9.5% | +15.5% | +8.0% |
| 30D | -13.5% | -5.7% | -7.9% | -13.0% |
| 3M | -20.7% | +3.0% | -23.7% | -21.9% |
| 6M | -31.5% | +11.8% | -43.4% | -34.4% |
| YTD | -10.1% | +58.5% | -68.6% | -24.9% |
| 1Y | +26.0% | +69.9% | -43.9% | +2.5% |
| 3Y | +228.9% | +84.9% | +144.0% | +137.8% |
| All | +228.9% | +86.9% | +142.0% | +137.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling