+16.8%
AGG vs PR
+83.7%
-67.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -0.6% |
| 7D | -1.4% | +6.7% | -8.2% | -1.4% |
| 30D | +0.9% | -6.1% | +7.0% | +0.9% |
| 3M | -1.2% | +6.9% | -8.1% | -1.2% |
| 6M | -1.4% | +14.6% | -16.0% | -1.4% |
| YTD | -1.4% | +66.1% | -67.5% | -1.3% |
| 1Y | -1.3% | +77.0% | -78.3% | -1.2% |
| 3Y | +13.8% | +93.8% | -80.1% | +13.9% |
| 5Y | -1.6% | +268.2% | -269.8% | -1.3% |
| All | +16.8% | +83.7% | -67.0% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling