+336.0%
IR vs PR
+65.4%
+270.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +2.5% | +6.0% | -3.5% | +1.7% |
| 30D | +9.2% | -4.2% | +13.4% | +9.6% |
| 3M | +0.9% | +10.0% | -9.0% | -0.6% |
| 6M | +19.2% | +15.6% | +3.6% | +16.2% |
| YTD | +7.5% | +68.2% | -60.7% | -0.9% |
| 1Y | +11.7% | +79.2% | -67.5% | +2.1% |
| 3Y | +23.9% | +94.9% | -71.0% | +11.1% |
| 5Y | +46.4% | +272.8% | -226.4% | +17.5% |
| All | +336.0% | +65.4% | +270.5% | +303.0% |
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