+78.3%
PR vs AGI
+11.7%
+66.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.2% |
| 7D | -0.6% | +4.4% | -5.0% | -0.5% |
| 30D | +17.4% | +10.0% | +7.4% | +17.8% |
| 3M | +21.8% | +1.7% | +20.0% | +22.2% |
| 6M | +27.6% | -26.8% | +54.4% | +29.2% |
| YTD | +71.4% | -5.3% | +76.8% | +70.7% |
| 1Y | +78.3% | +11.5% | +66.8% | +77.1% |
| All | +78.3% | +11.7% | +66.7% | +77.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling