+174.2%
PR vs ALC
+31.8%
+142.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.5% |
| 7D | -16.4% | +4.9% | -21.3% | -17.7% |
| 30D | -1.9% | +19.0% | -20.8% | -6.9% |
| 3M | +8.0% | +7.8% | +0.2% | +5.2% |
| 6M | +4.1% | +14.6% | -10.5% | -0.7% |
| YTD | +58.7% | -4.4% | +63.1% | +58.6% |
| 1Y | +75.8% | +1.4% | +74.4% | +72.1% |
| 3Y | +73.2% | +2.5% | +70.6% | +66.2% |
| 5Y | +230.1% | -10.9% | +241.0% | +223.4% |
| All | +174.2% | +31.8% | +142.4% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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