+0.4%
AGG vs PR
+74.4%
-74.0%
-2.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | -0.4% | +17.4% | -17.7% | +0.2% |
| 3M | -0.3% | +21.8% | -22.0% | +0.5% |
| 6M | -1.2% | +27.6% | -28.8% | -0.5% |
| YTD | -0.4% | +71.4% | -71.8% | +0.7% |
| 1Y | +0.4% | +78.3% | -77.9% | +1.4% |
| All | +0.4% | +74.4% | -74.0% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling