+1,381.0%
NET vs PR
+463.7%
+917.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +4.0% | -2.1% |
| 7D | -16.4% | -12.1% | -4.3% | -15.5% |
| 30D | -25.8% | +0.9% | -26.7% | -25.9% |
| 3M | -11.5% | +10.1% | -21.7% | -12.3% |
| 6M | +18.9% | +1.1% | +17.8% | +18.5% |
| YTD | +35.2% | +63.7% | -28.4% | +29.7% |
| 1Y | +14.5% | +87.0% | -72.6% | +8.6% |
| 3Y | +313.8% | +70.7% | +243.1% | +293.2% |
| 5Y | +32.6% | +246.8% | -214.2% | +20.7% |
| All | +1,381.0% | +463.7% | +917.3% | +1,463.4% |
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