-4.9%
DOW vs PR
+181.6%
-186.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | -9.5% | -16.4% | +6.9% | -6.7% |
| 30D | +13.1% | -1.9% | +15.0% | +13.4% |
| 3M | +4.8% | +8.0% | -3.1% | +3.3% |
| 6M | -16.7% | +4.1% | -20.8% | -17.3% |
| YTD | +38.9% | +58.7% | -19.8% | +28.6% |
| 1Y | +48.3% | +75.8% | -27.5% | +35.0% |
| 3Y | -24.4% | +73.2% | -97.5% | -31.4% |
| 5Y | -29.2% | +230.1% | -259.3% | -43.5% |
| All | -4.9% | +181.6% | -186.4% | -27.3% |
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