+99.6%
PR vs AGI
+374.0%
-274.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.4% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | +18.0% | +18.2% | -0.2% | +16.4% |
| 3M | +16.9% | -4.1% | +21.0% | +16.9% |
| 6M | +28.2% | -28.7% | +56.9% | +31.0% |
| YTD | +69.3% | -4.0% | +73.3% | +67.8% |
| 1Y | +69.5% | +17.4% | +52.1% | +64.2% |
| 3Y | +81.7% | +203.0% | -121.3% | +59.0% |
| 5Y | +422.2% | +376.7% | +45.6% | +337.8% |
| All | +99.6% | +374.0% | -274.4% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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