+186.7%
B vs PR
+66.0%
+120.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | +9.6% | -16.4% | +26.0% | +9.8% |
| 30D | +3.5% | -1.9% | +5.4% | +3.5% |
| 3M | -1.6% | +8.0% | -9.5% | -1.7% |
| 6M | -1.7% | +4.1% | -5.8% | -1.8% |
| YTD | -5.3% | +58.7% | -64.0% | -6.1% |
| 1Y | +27.2% | +75.8% | -48.6% | +25.9% |
| 3Y | +166.1% | +73.2% | +93.0% | +163.0% |
| 5Y | +136.5% | +230.1% | -93.6% | +132.9% |
| All | +186.7% | +66.0% | +120.6% | +188.7% |
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 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