+83.8%
AG vs PR
+147.8%
-64.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.6% | -2.8% |
| 7D | -2.9% | -16.5% | +13.7% | -1.4% |
| 30D | -15.1% | -4.5% | -10.6% | -14.9% |
| 3M | -15.4% | +8.5% | -23.9% | -16.2% |
| 6M | -21.9% | -3.3% | -18.6% | -22.1% |
| YTD | -10.4% | +55.7% | -66.2% | -14.6% |
| 1Y | +39.8% | +82.0% | -42.2% | +31.4% |
| 3Y | +209.5% | +62.5% | +147.1% | +192.3% |
| 5Y | +12.5% | +223.9% | -211.4% | -0.8% |
| 10Y | +79.5% | +64.2% | +15.2% | +65.2% |
| All | +83.8% | +147.8% | -64.0% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling