+76.2%
O vs PR
+86.0%
-9.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.8% |
| 7D | -0.4% | +6.0% | -6.3% | -0.7% |
| 30D | +7.1% | -4.2% | +11.3% | +7.3% |
| 3M | -5.2% | +10.0% | -15.2% | -5.9% |
| 6M | -1.8% | +15.6% | -17.4% | -2.8% |
| YTD | +9.1% | +68.2% | -59.1% | +5.4% |
| 1Y | +9.7% | +79.2% | -69.5% | +5.6% |
| 3Y | +39.1% | +94.9% | -55.8% | +32.1% |
| 5Y | +8.4% | +272.8% | -264.4% | -2.8% |
| All | +76.2% | +86.0% | -9.8% | +29.5% |
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