-33.4%
CAG vs PR
+64.2%
-97.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -1.7% |
| 7D | +5.8% | -16.4% | +22.2% | +5.8% |
| 30D | +16.4% | -1.9% | +18.2% | +16.2% |
| 3M | +3.8% | +8.0% | -4.1% | +3.7% |
| 6M | +10.8% | +4.1% | +6.7% | +10.7% |
| YTD | -5.8% | +58.7% | -64.5% | -6.5% |
| 1Y | -2.4% | +75.8% | -78.2% | -3.0% |
| 3Y | -33.4% | +73.2% | -106.6% | -35.4% |
| All | -33.4% | +64.2% | -97.7% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling