+474.7%
NDAQ vs PR
+66.0%
+408.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +0.8% | -16.4% | +17.2% | +1.2% |
| 30D | +16.5% | -1.9% | +18.4% | +16.5% |
| 3M | +13.5% | +8.0% | +5.5% | +13.3% |
| 6M | +20.9% | +4.1% | +16.8% | +20.7% |
| YTD | +11.4% | +58.7% | -47.3% | +10.2% |
| 1Y | +25.9% | +75.8% | -49.9% | +24.3% |
| 3Y | +119.9% | +73.2% | +46.7% | +116.7% |
| 5Y | +61.7% | +230.1% | -168.4% | +58.6% |
| All | +474.7% | +66.0% | +408.6% | +577.5% |
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