+41.7%
D vs PR
+169.5%
-127.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.5% |
| 7D | +1.5% | +2.9% | -1.5% | +1.5% |
| 30D | -2.6% | +18.0% | -20.6% | -2.3% |
| 3M | 0.0% | +16.9% | -16.9% | +0.3% |
| 6M | +7.4% | +28.2% | -20.9% | +7.9% |
| YTD | +15.9% | +69.3% | -53.5% | +17.0% |
| 1Y | +18.1% | +69.5% | -51.4% | +19.3% |
| 3Y | +58.4% | +81.7% | -23.3% | +60.4% |
| 5Y | +5.2% | +422.2% | -417.0% | +10.6% |
| 10Y | +35.9% | +110.4% | -74.5% | +63.1% |
| All | +41.7% | +169.5% | -127.8% | +66.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling