+65.2%
PR vs A
+319.7%
-254.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.3% |
| 7D | -16.4% | -0.1% | -16.3% | -16.4% |
| 30D | -1.9% | +3.4% | -5.2% | -3.2% |
| 3M | +8.0% | +23.8% | -15.9% | -0.6% |
| 6M | +4.1% | +49.0% | -44.9% | -11.5% |
| YTD | +58.7% | +29.4% | +29.3% | +41.1% |
| 1Y | +75.8% | +19.4% | +56.5% | +61.4% |
| 3Y | +73.2% | +66.2% | +7.0% | +33.7% |
| 5Y | +230.1% | +15.8% | +214.3% | +191.2% |
| All | +65.2% | +319.7% | -254.6% | +38.1% |
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