+293.4%
C vs PR
+109.1%
+184.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +3.6% | +2.9% | +0.7% | +3.2% |
| 30D | +0.1% | +18.0% | -18.0% | -2.6% |
| 3M | +2.4% | +16.9% | -14.4% | -0.4% |
| 6M | +24.9% | +28.2% | -3.3% | +19.3% |
| YTD | +19.8% | +69.3% | -49.5% | +9.4% |
| 1Y | +44.9% | +69.5% | -24.6% | +31.9% |
| 3Y | +263.0% | +81.7% | +181.3% | +223.5% |
| 5Y | +129.5% | +422.2% | -292.7% | +69.3% |
| All | +293.4% | +109.1% | +184.4% | +166.4% |
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