+2,876.0%
DELL vs PR
+83.7%
+2,792.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | +17.1% | +6.7% | +10.4% | +16.3% |
| 30D | -35.1% | -6.1% | -28.9% | -34.5% |
| 3M | -23.3% | +6.9% | -30.1% | -23.9% |
| 6M | +55.8% | +14.6% | +41.2% | +53.0% |
| YTD | +198.0% | +66.1% | +131.8% | +179.4% |
| 1Y | +166.6% | +77.0% | +89.5% | +148.0% |
| 3Y | +427.6% | +93.8% | +333.8% | +386.1% |
| 5Y | +630.6% | +268.2% | +362.4% | +522.6% |
| All | +2,876.0% | +83.7% | +2,792.2% | +2,244.7% |
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