+25.4%
IP vs PR
+62.9%
-37.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -3.5% |
| 7D | -5.0% | -16.5% | +11.6% | -3.5% |
| 30D | +6.5% | -4.5% | +11.1% | +6.9% |
| 3M | -18.0% | +8.5% | -26.6% | -18.8% |
| 6M | +10.3% | -3.3% | +13.6% | +10.1% |
| YTD | -9.9% | +55.7% | -65.6% | -14.1% |
| 1Y | -1.1% | +82.0% | -83.1% | -7.1% |
| 3Y | +13.0% | +62.5% | -49.4% | +6.5% |
| 5Y | -12.3% | +223.9% | -236.2% | -23.1% |
| All | +25.4% | +62.9% | -37.5% | +19.5% |
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