-57.9%
AUR vs PR
+458.8%
-516.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.6% |
| 7D | -4.5% | +6.0% | -10.5% | -6.1% |
| 30D | -16.6% | -4.2% | -12.4% | -15.9% |
| 3M | -38.5% | +10.0% | -48.4% | -40.6% |
| 6M | -49.9% | +15.6% | -65.5% | -52.7% |
| YTD | +9.6% | +68.2% | -58.5% | -9.0% |
| 1Y | +1.2% | +79.2% | -78.0% | -17.7% |
| 3Y | +128.8% | +94.9% | +33.9% | +81.1% |
| 5Y | -57.9% | +272.8% | -330.7% | -71.4% |
| All | -57.9% | +458.8% | -516.7% | -71.4% |
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 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