+539.2%
MAR vs PR
+72.8%
+466.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | -0.2% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +16.2% | -4.6% | +20.8% | +16.7% |
| 3M | +23.1% | +4.7% | +18.4% | +21.9% |
| 6M | +22.0% | +12.4% | +9.5% | +19.2% |
| YTD | +39.2% | +62.9% | -23.7% | +28.6% |
| 1Y | +48.3% | +70.6% | -22.3% | +36.0% |
| 3Y | +123.4% | +90.0% | +33.4% | +99.6% |
| 5Y | +185.4% | +255.5% | -70.1% | +126.3% |
| 10Y | +539.2% | +78.7% | +460.4% | +333.3% |
| All | +539.2% | +72.8% | +466.4% | +333.3% |
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