-28.3%
AG vs PR
+3.7%
-32.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +2.2% |
| 7D | +6.3% | -16.4% | +22.7% | +3.2% |
| 30D | -8.9% | -1.9% | -7.1% | -10.0% |
| 3M | -12.2% | +8.0% | -20.2% | -10.3% |
| 6M | -28.3% | +4.1% | -32.4% | -27.7% |
| All | -28.3% | +3.7% | -32.0% | -27.7% |
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 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