+22.9%
IP vs PR
+109.1%
-86.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.3% |
| 7D | -5.3% | +2.9% | -8.2% | -5.5% |
| 30D | -10.9% | +18.0% | -28.9% | -12.2% |
| 3M | +11.2% | +16.9% | -5.7% | +9.4% |
| 6M | -10.2% | +28.2% | -38.4% | -12.7% |
| YTD | -2.0% | +69.3% | -71.3% | -7.1% |
| 1Y | -19.1% | +69.5% | -88.6% | -23.4% |
| 3Y | +20.9% | +81.7% | -60.8% | +12.9% |
| 5Y | -17.8% | +422.2% | -440.1% | -30.2% |
| All | +22.9% | +109.1% | -86.1% | +15.0% |
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