+234.7%
PM vs PR
+66.7%
+167.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.4% |
| 7D | -7.3% | -12.4% | +5.1% | -6.9% |
| 30D | -4.0% | -6.6% | +2.5% | -3.8% |
| 3M | +2.7% | +7.5% | -4.8% | +2.4% |
| 6M | +14.9% | +10.8% | +4.1% | +14.4% |
| YTD | +23.5% | +57.0% | -33.5% | +21.6% |
| 1Y | +30.4% | +67.9% | -37.6% | +28.0% |
| 3Y | +143.2% | +87.6% | +55.6% | +136.6% |
| 5Y | +159.5% | +220.4% | -60.9% | +145.6% |
| 10Y | +234.7% | +64.8% | +169.8% | +218.2% |
| All | +234.7% | +66.7% | +167.9% | +218.2% |
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