+498.8%
MAR vs PR
+86.0%
+412.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +1.6% | +6.0% | -4.4% | +0.8% |
| 30D | +13.8% | -4.2% | +18.0% | +14.3% |
| 3M | +20.3% | +10.0% | +10.3% | +18.3% |
| 6M | +21.3% | +15.6% | +5.7% | +18.2% |
| YTD | +37.2% | +68.2% | -31.0% | +26.3% |
| 1Y | +48.4% | +79.2% | -30.8% | +35.3% |
| 3Y | +120.1% | +94.9% | +25.2% | +96.0% |
| 5Y | +182.1% | +272.8% | -90.7% | +122.3% |
| All | +498.8% | +86.0% | +412.8% | +300.9% |
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