+17.4%
AGG vs PR
+169.5%
-152.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | 0.0% |
| 7D | -0.2% | +2.9% | -3.1% | -0.2% |
| 30D | -0.4% | +18.0% | -18.4% | -0.4% |
| 3M | -0.7% | +16.9% | -17.5% | -0.6% |
| 6M | -1.5% | +28.2% | -29.7% | -1.5% |
| YTD | -0.3% | +69.3% | -69.6% | -0.2% |
| 1Y | +1.3% | +69.5% | -68.2% | +1.4% |
| 3Y | +13.2% | +81.7% | -68.5% | +13.3% |
| 5Y | -1.4% | +422.2% | -423.7% | -1.2% |
| 10Y | +14.9% | +110.4% | -95.5% | +11.9% |
| All | +17.4% | +169.5% | -152.1% | +13.7% |
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 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