+41.6%
D vs PR
+66.0%
-24.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.5% |
| 7D | +3.0% | -16.4% | +19.4% | +2.7% |
| 30D | +11.5% | -1.9% | +13.4% | +11.5% |
| 3M | +3.7% | +8.0% | -4.2% | +3.9% |
| 6M | +13.5% | +4.1% | +9.4% | +13.7% |
| YTD | +20.7% | +58.7% | -38.0% | +21.8% |
| 1Y | +18.2% | +75.8% | -57.6% | +19.5% |
| 3Y | +73.3% | +73.2% | +0.2% | +75.4% |
| 5Y | +12.3% | +230.1% | -217.9% | +16.3% |
| All | +41.6% | +66.0% | -24.4% | +71.0% |
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