+64.8%
PR vs AGI
+349.0%
-284.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -1.3% |
| 7D | -12.4% | +17.4% | -29.8% | -13.6% |
| 30D | -6.6% | -0.9% | -5.6% | -6.6% |
| 3M | +7.5% | -1.6% | +9.1% | +7.4% |
| 6M | +10.8% | -24.7% | +35.5% | +12.8% |
| YTD | +57.0% | -15.3% | +72.3% | +56.7% |
| 1Y | +67.9% | +5.5% | +62.4% | +63.7% |
| 3Y | +87.6% | +154.5% | -66.9% | +64.0% |
| 5Y | +220.4% | +310.6% | -90.3% | +165.5% |
| 10Y | +64.8% | +362.7% | -297.9% | +44.6% |
| All | +64.8% | +349.0% | -284.1% | +44.6% |
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