+82.2%
PR vs A
+300.7%
-218.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.8% |
| 7D | +6.7% | +0.7% | +6.0% | +6.4% |
| 30D | -6.1% | +0.8% | -7.0% | -6.6% |
| 3M | +6.9% | +16.9% | -10.0% | +0.4% |
| 6M | +14.6% | +53.8% | -39.2% | -3.9% |
| YTD | +66.1% | +28.1% | +38.0% | +48.1% |
| 1Y | +77.0% | +15.0% | +62.0% | +64.8% |
| 3Y | +93.8% | +63.1% | +30.7% | +50.6% |
| 5Y | +268.2% | +11.5% | +256.8% | +229.1% |
| All | +82.2% | +300.7% | -218.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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