+189.0%
NI vs PR
+65.1%
+123.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | +1.5% | -9.5% | +11.0% | +1.6% |
| 30D | +11.9% | -5.7% | +17.6% | +11.9% |
| 3M | +9.1% | +3.0% | +6.2% | +9.1% |
| 6M | -1.8% | +11.8% | -13.6% | -2.0% |
| YTD | +11.4% | +58.5% | -47.1% | +10.5% |
| 1Y | +6.4% | +69.9% | -63.5% | +5.5% |
| 3Y | +98.2% | +84.9% | +13.3% | +96.0% |
| 5Y | +110.1% | +246.4% | -136.4% | +106.2% |
| 10Y | +189.0% | +70.3% | +118.7% | +194.0% |
| All | +189.0% | +65.1% | +123.9% | +194.0% |
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