+3,653.2%
FIX vs PR
+66.0%
+3,587.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +5.3% |
| 7D | -17.5% | -16.4% | -1.0% | -15.8% |
| 30D | -41.6% | -1.9% | -39.7% | -41.4% |
| 3M | -40.6% | +8.0% | -48.5% | -41.1% |
| 6M | -49.4% | +4.1% | -53.5% | -49.7% |
| YTD | +9.2% | +58.7% | -49.5% | +3.6% |
| 1Y | +6.5% | +75.8% | -69.4% | -0.2% |
| 3Y | +448.7% | +73.2% | +375.6% | +414.1% |
| 5Y | +948.7% | +230.1% | +718.6% | +814.7% |
| All | +3,653.2% | +66.0% | +3,587.1% | +3,813.2% |
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