+537.5%
MAR vs PR
+65.1%
+472.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.7% | +2.5% |
| 7D | +2.9% | -9.5% | +12.4% | +4.2% |
| 30D | +17.0% | -5.7% | +22.7% | +17.8% |
| 3M | +23.2% | +3.0% | +20.2% | +22.3% |
| 6M | +21.7% | +11.8% | +9.9% | +19.1% |
| YTD | +38.9% | +58.5% | -19.6% | +28.8% |
| 1Y | +48.7% | +69.9% | -21.2% | +36.5% |
| 3Y | +122.9% | +84.9% | +38.0% | +99.9% |
| 5Y | +177.5% | +246.4% | -69.0% | +120.8% |
| 10Y | +537.5% | +70.3% | +467.2% | +331.6% |
| All | +537.5% | +65.1% | +472.5% | +331.6% |
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