+641.7%
AMZN vs PR
+86.0%
+555.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +2.8% | +6.0% | -3.1% | +2.5% |
| 30D | +5.0% | -4.2% | +9.1% | +5.1% |
| 3M | +0.6% | +10.0% | -9.4% | -0.1% |
| 6M | -1.3% | +15.6% | -16.9% | -2.3% |
| YTD | +15.5% | +68.2% | -52.7% | +11.8% |
| 1Y | +12.2% | +79.2% | -67.0% | +8.2% |
| 3Y | +87.0% | +94.9% | -7.9% | +78.9% |
| 5Y | +51.3% | +272.8% | -221.5% | +39.6% |
| All | +641.7% | +86.0% | +555.7% | +756.2% |
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