+242.9%
PM vs PR
+68.5%
+174.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | -5.2% | -16.4% | +11.2% | -4.7% |
| 30D | +2.7% | -1.9% | +4.6% | +2.7% |
| 3M | +6.1% | +8.0% | -1.8% | +5.8% |
| 6M | +18.0% | +4.1% | +13.9% | +17.7% |
| YTD | +26.6% | +58.7% | -32.1% | +24.5% |
| 1Y | +36.7% | +75.8% | -39.2% | +34.0% |
| 3Y | +146.0% | +73.2% | +72.8% | +139.9% |
| 5Y | +164.1% | +230.1% | -66.1% | +149.7% |
| All | +242.9% | +68.5% | +174.4% | +225.9% |
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