+17.2%
AGG vs PR
+152.6%
-135.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | +0.2% | -16.4% | +16.6% | +0.2% |
| 30D | +2.4% | -1.9% | +4.3% | +2.4% |
| 3M | -0.2% | +8.0% | -8.2% | -0.2% |
| 6M | -1.0% | +4.1% | -5.1% | -1.0% |
| YTD | -0.4% | +58.7% | -59.1% | -0.3% |
| 1Y | -0.1% | +75.8% | -75.9% | 0.0% |
| 3Y | +15.3% | +73.2% | -57.9% | +15.4% |
| 5Y | -1.3% | +230.1% | -231.4% | -1.1% |
| 10Y | +15.4% | +67.4% | -52.0% | +12.8% |
| All | +17.2% | +152.6% | -135.3% | +13.6% |
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