+301.7%
LOW vs PR
+68.1%
+233.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +8.7% | -9.5% | +18.2% | +9.2% |
| 30D | +25.5% | -5.7% | +31.1% | +25.7% |
| 3M | +6.6% | +3.0% | +3.6% | +6.2% |
| 6M | +2.4% | +11.8% | -9.4% | +1.4% |
| YTD | -1.7% | +58.5% | -60.2% | -5.1% |
| 1Y | +1.7% | +69.9% | -68.2% | -2.3% |
| 3Y | +26.6% | +84.9% | -58.3% | +20.2% |
| 5Y | +10.1% | +246.4% | -236.3% | -0.7% |
| All | +301.7% | +68.1% | +233.6% | +280.7% |
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