+188.2%
B vs PR
+109.1%
+79.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.2% |
| 7D | -1.6% | +2.9% | -4.5% | -1.6% |
| 30D | +9.4% | +18.0% | -8.6% | +9.2% |
| 3M | +5.0% | +16.9% | -11.9% | +4.8% |
| 6M | -3.5% | +28.2% | -31.8% | -4.0% |
| YTD | +4.5% | +69.3% | -64.9% | +3.6% |
| 1Y | +67.8% | +69.5% | -1.7% | +66.3% |
| 3Y | +196.7% | +81.7% | +115.0% | +193.3% |
| 5Y | +151.9% | +422.2% | -270.3% | +149.1% |
| All | +188.2% | +109.1% | +79.1% | +212.5% |
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