+887.5%
MSCI vs PR
+147.8%
+739.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.1% | -2.4% |
| 7D | +6.0% | -16.5% | +22.6% | +7.1% |
| 30D | +18.2% | -4.5% | +22.7% | +18.4% |
| 3M | +15.1% | +8.5% | +6.6% | +14.4% |
| 6M | +13.7% | -3.3% | +17.1% | +13.6% |
| YTD | +15.6% | +55.7% | -40.1% | +12.0% |
| 1Y | +16.3% | +82.0% | -65.7% | +11.6% |
| 3Y | +36.9% | +62.5% | -25.6% | +31.3% |
| 5Y | +6.3% | +223.9% | -217.6% | -3.0% |
| 10Y | +823.0% | +64.2% | +758.8% | +757.8% |
| All | +887.5% | +147.8% | +739.7% | +823.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling