+158.9%
AG vs PR
+169.5%
-10.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | +1.0% | +2.9% | -1.9% | +0.7% |
| 30D | +19.2% | +18.0% | +1.1% | +17.5% |
| 3M | +6.2% | +16.9% | -10.7% | +4.6% |
| 6M | -26.7% | +28.2% | -54.9% | -28.7% |
| YTD | +26.1% | +69.3% | -43.2% | +19.7% |
| 1Y | +131.7% | +69.5% | +62.2% | +119.5% |
| 3Y | +255.3% | +81.7% | +173.7% | +232.8% |
| 5Y | +61.9% | +422.2% | -360.3% | +39.0% |
| 10Y | +72.0% | +110.4% | -38.3% | +65.3% |
| All | +158.9% | +169.5% | -10.6% | +178.8% |
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 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