+2,566.3%
DELL vs PR
+65.1%
+2,501.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -3.6% |
| 7D | -18.1% | -9.5% | -8.6% | -17.1% |
| 30D | -42.9% | -5.7% | -37.2% | -42.4% |
| 3M | -26.9% | +3.0% | -29.9% | -27.2% |
| 6M | +28.8% | +11.8% | +17.0% | +26.7% |
| YTD | +168.4% | +58.5% | +110.0% | +153.1% |
| 1Y | +136.8% | +69.9% | +66.9% | +121.3% |
| 3Y | +375.3% | +84.9% | +290.4% | +340.3% |
| 5Y | +551.0% | +246.4% | +304.6% | +458.3% |
| 10Y | +2,566.3% | +70.3% | +2,496.0% | +1,999.4% |
| All | +2,566.3% | +65.1% | +2,501.2% | +1,999.4% |
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