+70.3%
PR vs A
+312.5%
-242.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | -9.5% | +1.4% | -10.9% | -10.0% |
| 30D | -5.7% | +4.3% | -10.0% | -7.2% |
| 3M | +3.0% | +19.8% | -16.8% | -4.0% |
| 6M | +11.8% | +54.4% | -42.6% | -6.3% |
| YTD | +58.5% | +31.7% | +26.8% | +39.9% |
| 1Y | +69.9% | +22.4% | +47.4% | +54.3% |
| 3Y | +84.9% | +67.7% | +17.2% | +42.3% |
| 5Y | +246.4% | +15.7% | +230.7% | +205.5% |
| 10Y | +70.3% | +308.7% | -238.4% | +36.5% |
| All | +70.3% | +312.5% | -242.2% | +36.5% |
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