+52.7%
AIG vs PR
+409.5%
-356.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -5.2% | +17.4% | -22.6% | -8.1% |
| 3M | +1.5% | +21.8% | -20.3% | -2.6% |
| 6M | -3.9% | +27.6% | -31.5% | -9.1% |
| YTD | -11.6% | +71.4% | -83.0% | -21.2% |
| 1Y | -2.9% | +78.3% | -81.3% | -14.4% |
| 3Y | +33.7% | +85.5% | -51.7% | +14.0% |
| 5Y | +52.7% | +422.7% | -370.0% | -1.3% |
| All | +52.7% | +409.5% | -356.8% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling