-6.2%
DOW vs PR
+178.6%
-184.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -9.4% | -12.4% | +3.0% | -7.3% |
| 30D | +8.9% | -6.6% | +15.5% | +10.1% |
| 3M | +6.7% | +7.5% | -0.8% | +5.3% |
| 6M | -14.2% | +10.8% | -25.0% | -15.7% |
| YTD | +36.9% | +57.0% | -20.1% | +27.1% |
| 1Y | +45.8% | +67.9% | -22.2% | +33.7% |
| 3Y | -23.9% | +87.6% | -111.5% | -31.7% |
| 5Y | -30.8% | +220.4% | -251.1% | -44.5% |
| All | -6.2% | +178.6% | -184.8% | -28.2% |
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