+43.8%
D vs PR
+62.9%
-19.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | -0.2% |
| 7D | +6.9% | -16.5% | +23.5% | +6.6% |
| 30D | +12.3% | -4.5% | +16.8% | +12.3% |
| 3M | +3.0% | +8.5% | -5.5% | +3.2% |
| 6M | +12.8% | -3.3% | +16.1% | +12.8% |
| YTD | +22.6% | +55.7% | -33.2% | +23.6% |
| 1Y | +21.7% | +82.0% | -60.4% | +23.0% |
| 3Y | +83.9% | +62.5% | +21.5% | +85.9% |
| 5Y | +14.0% | +223.9% | -210.0% | +18.0% |
| All | +43.8% | +62.9% | -19.2% | +73.6% |
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