+762.7%
MSCI vs PR
+169.5%
+593.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +0.4% | +2.9% | -2.5% | +0.2% |
| 30D | +0.6% | +18.0% | -17.5% | -0.5% |
| 3M | -7.1% | +16.9% | -23.9% | -8.1% |
| 6M | +0.8% | +28.2% | -27.4% | -0.9% |
| YTD | +1.0% | +69.3% | -68.3% | -2.5% |
| 1Y | +4.3% | +69.5% | -65.2% | +0.6% |
| 3Y | +9.9% | +81.7% | -71.7% | +4.8% |
| 5Y | -6.8% | +422.2% | -429.0% | -16.7% |
| 10Y | +614.7% | +110.4% | +504.3% | +570.3% |
| All | +762.7% | +169.5% | +593.2% | +704.1% |
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