+268.2%
PM vs PR
+83.7%
+184.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | +0.1% |
| 7D | -2.4% | +6.7% | -9.1% | -2.6% |
| 30D | -1.3% | -6.1% | +4.8% | -1.1% |
| 3M | +6.5% | +6.9% | -0.3% | +6.3% |
| 6M | +7.0% | +14.6% | -7.6% | +6.4% |
| YTD | +25.8% | +66.1% | -40.3% | +23.6% |
| 1Y | +30.9% | +77.0% | -46.1% | +28.3% |
| 3Y | +148.0% | +93.8% | +54.1% | +141.0% |
| 5Y | +161.2% | +268.2% | -107.1% | +146.3% |
| All | +268.2% | +83.7% | +184.4% | +258.8% |
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