+540.2%
MAR vs PR
+66.0%
+474.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | +4.3% | -16.4% | +20.7% | +6.7% |
| 30D | +16.8% | -1.9% | +18.7% | +16.9% |
| 3M | +16.0% | +8.0% | +8.1% | +14.4% |
| 6M | +16.5% | +4.1% | +12.4% | +15.0% |
| YTD | +35.0% | +58.7% | -23.7% | +25.2% |
| 1Y | +49.4% | +75.8% | -26.5% | +36.5% |
| 3Y | +124.1% | +73.2% | +50.9% | +102.6% |
| 5Y | +159.2% | +230.1% | -71.0% | +107.5% |
| All | +540.2% | +66.0% | +474.2% | +332.8% |
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