+165.7%
CI vs PR
+62.9%
+102.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | -1.0% |
| 7D | +1.0% | -16.5% | +17.6% | +2.1% |
| 30D | +9.9% | -4.5% | +14.4% | +10.1% |
| 3M | +12.1% | +8.5% | +3.5% | +11.3% |
| 6M | +10.6% | -3.3% | +13.9% | +10.5% |
| YTD | +11.4% | +55.7% | -44.3% | +7.9% |
| 1Y | +18.8% | +82.0% | -63.3% | +13.8% |
| 3Y | +2.9% | +62.5% | -59.6% | -1.6% |
| 5Y | +54.5% | +223.9% | -169.4% | +39.0% |
| All | +165.7% | +62.9% | +102.8% | +166.7% |
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