+11.1%
AG vs PR
+225.0%
-213.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.4% |
| 7D | +6.3% | -16.4% | +22.7% | +10.5% |
| 30D | -8.9% | -1.9% | -7.1% | -9.0% |
| 3M | -12.2% | +8.0% | -20.2% | -14.4% |
| 6M | -28.3% | +4.1% | -32.4% | -29.9% |
| YTD | -8.8% | +58.7% | -67.5% | -21.0% |
| 1Y | +39.4% | +75.8% | -36.5% | +17.3% |
| 3Y | +229.4% | +73.2% | +156.3% | +172.1% |
| All | +11.1% | +225.0% | -213.9% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling