-37.3%
AG vs PR
+12.8%
-50.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -0.5% |
| 7D | -4.0% | -0.5% | -3.5% | -4.1% |
| 30D | -13.1% | -4.6% | -8.5% | -14.1% |
| 3M | -22.0% | +4.7% | -26.7% | -21.1% |
| 6M | -37.3% | +12.4% | -49.7% | -33.4% |
| All | -37.3% | +12.8% | -50.0% | -33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling