+708.4%
P vs PR
+109.1%
+599.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.6% |
| 7D | +6.5% | +2.9% | +3.6% | +6.1% |
| 30D | +18.8% | +18.0% | +0.8% | +16.3% |
| 3M | +26.7% | +16.9% | +9.9% | +24.0% |
| 6M | +62.2% | +28.2% | +34.0% | +56.4% |
| YTD | +48.5% | +69.3% | -20.8% | +38.1% |
| 1Y | +26.4% | +69.5% | -43.1% | +17.0% |
| 3Y | +159.4% | +81.7% | +77.7% | +136.6% |
| 5Y | +275.8% | +422.2% | -146.5% | +194.2% |
| All | +708.4% | +109.1% | +599.3% | +605.7% |
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