+785.4%
MSCI vs PR
+66.0%
+719.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.4% |
| 7D | +2.8% | -16.4% | +19.2% | +3.9% |
| 30D | +15.4% | -1.9% | +17.3% | +15.4% |
| 3M | +13.4% | +8.0% | +5.5% | +12.7% |
| 6M | +10.9% | +4.1% | +6.8% | +10.3% |
| YTD | +13.0% | +58.7% | -45.7% | +9.3% |
| 1Y | +12.0% | +75.8% | -63.8% | +7.7% |
| 3Y | +34.1% | +73.2% | -39.1% | +28.0% |
| 5Y | +3.9% | +230.1% | -226.2% | -5.5% |
| All | +785.4% | +66.0% | +719.3% | +738.4% |
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