+84.5%
PR vs ALM
+2,100.8%
-2,016.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.7% | -6.5% | +0.9% |
| 7D | +6.0% | +1.2% | +4.7% | +5.9% |
| 30D | -4.2% | -19.3% | +15.1% | -3.5% |
| 3M | +10.0% | -40.6% | +50.6% | +12.0% |
| 6M | +15.6% | -57.9% | +73.5% | +18.9% |
| YTD | +68.2% | -6.7% | +74.9% | +65.2% |
| 1Y | +79.2% | +20.2% | +59.0% | +73.3% |
| 3Y | +94.9% | +879.4% | -784.5% | +62.7% |
| 5Y | +272.8% | +415.3% | -142.5% | +215.9% |
| All | +84.5% | +2,100.8% | -2,016.3% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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