+221.7%
PR vs AGI
+310.5%
-88.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.6% |
| 7D | -16.4% | +16.0% | -32.4% | -18.2% |
| 30D | -1.9% | +1.0% | -2.8% | -2.2% |
| 3M | +8.0% | +2.5% | +5.5% | +7.0% |
| 6M | +4.1% | -24.0% | +28.1% | +7.5% |
| YTD | +58.7% | -17.2% | +75.9% | +57.7% |
| 1Y | +75.8% | +4.9% | +70.9% | +65.1% |
| 3Y | +73.2% | +142.6% | -69.4% | +20.6% |
| All | +221.7% | +310.5% | -88.8% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling