+767.5%
COST vs PR
+66.0%
+701.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -1.2% |
| 7D | +4.1% | -16.4% | +20.5% | +4.4% |
| 30D | +12.0% | -1.9% | +13.9% | +12.0% |
| 3M | +11.2% | +8.0% | +3.2% | +11.0% |
| 6M | +6.1% | +4.1% | +2.0% | +6.0% |
| YTD | +22.9% | +58.7% | -35.8% | +21.9% |
| 1Y | +14.7% | +75.8% | -61.1% | +13.6% |
| 3Y | +92.3% | +73.2% | +19.2% | +89.9% |
| 5Y | +116.6% | +230.1% | -113.5% | +111.7% |
| All | +767.5% | +66.0% | +701.4% | +910.7% |
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