-36.8%
CAG vs PR
+93.4%
-130.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -1.9% |
| 7D | -6.2% | +6.7% | -12.9% | -6.1% |
| 30D | +7.4% | -6.1% | +13.6% | +7.4% |
| 3M | -1.6% | +6.9% | -8.5% | -1.7% |
| 6M | +6.3% | +14.6% | -8.3% | +6.2% |
| YTD | -10.1% | +66.1% | -76.2% | -10.8% |
| 1Y | -10.2% | +77.0% | -87.3% | -11.0% |
| All | -36.8% | +93.4% | -130.2% | -39.3% |
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