-1.4%
DOW vs PR
+188.9%
-190.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +2.9% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +15.7% | -4.6% | +20.3% | +16.6% |
| 3M | +5.3% | +4.7% | +0.6% | +4.4% |
| 6M | -14.2% | +12.4% | -26.7% | -16.0% |
| YTD | +43.9% | +62.9% | -18.9% | +32.7% |
| 1Y | +53.1% | +70.6% | -17.5% | +40.0% |
| 3Y | -21.8% | +90.0% | -111.8% | -30.1% |
| 5Y | -28.3% | +255.5% | -283.8% | -43.4% |
| All | -1.4% | +188.9% | -190.4% | -25.0% |
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