+192.3%
NI vs PR
+72.8%
+119.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.5% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +11.2% | -4.6% | +15.8% | +11.3% |
| 3M | +9.2% | +4.7% | +4.5% | +9.1% |
| 6M | -1.8% | +12.4% | -14.3% | -2.1% |
| YTD | +12.0% | +62.9% | -50.9% | +11.1% |
| 1Y | +6.4% | +70.6% | -64.1% | +5.5% |
| 3Y | +99.4% | +90.0% | +9.4% | +97.0% |
| 5Y | +113.1% | +255.5% | -142.4% | +109.2% |
| 10Y | +192.3% | +78.7% | +113.5% | +198.0% |
| All | +192.3% | +72.8% | +119.5% | +198.0% |
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