+652.6%
P vs PR
+65.1%
+587.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.0% |
| 7D | -13.3% | -9.5% | -3.8% | -12.1% |
| 30D | -34.0% | -5.7% | -28.3% | -33.4% |
| 3M | +4.1% | +3.0% | +1.1% | +3.6% |
| 6M | +30.5% | +11.8% | +18.7% | +28.4% |
| YTD | +52.2% | +58.5% | -6.3% | +42.8% |
| 1Y | +10.3% | +69.9% | -59.6% | +2.2% |
| 3Y | +180.9% | +84.9% | +96.0% | +156.3% |
| 5Y | +259.7% | +246.4% | +13.3% | +195.5% |
| 10Y | +652.6% | +70.3% | +582.3% | +532.7% |
| All | +652.6% | +65.1% | +587.6% | +532.7% |
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