+94.9%
PR vs AGI
+127.5%
-32.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +6.0% | -10.1% | +16.1% | +6.1% |
| 30D | -4.2% | -6.5% | +2.3% | -4.0% |
| 3M | +10.0% | -12.8% | +22.8% | +10.4% |
| 6M | +15.6% | -34.3% | +49.9% | +17.7% |
| YTD | +68.2% | -25.6% | +93.8% | +67.8% |
| 1Y | +79.2% | -14.2% | +93.4% | +76.0% |
| 3Y | +94.9% | +127.3% | -32.4% | +58.2% |
| All | +94.9% | +127.5% | -32.5% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling