+164.4%
PR vs AGI
+420.1%
-255.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.2% | +6.2% | +2.3% |
| 7D | +6.7% | -7.5% | +14.2% | +7.2% |
| 30D | -6.1% | -9.9% | +3.7% | -5.7% |
| 3M | +6.9% | -14.2% | +21.0% | +7.7% |
| 6M | +14.6% | -35.2% | +49.8% | +17.5% |
| YTD | +66.1% | -25.2% | +91.4% | +67.3% |
| 1Y | +77.0% | -14.3% | +91.3% | +76.1% |
| 3Y | +93.8% | +127.7% | -33.8% | +75.4% |
| 5Y | +268.2% | +243.4% | +24.8% | +220.6% |
| 10Y | +82.3% | +384.1% | -301.8% | +65.1% |
| All | +164.4% | +420.1% | -255.7% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling