+64.8%
PR vs ALM
+2,221.4%
-2,156.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.1% | -9.1% | -1.4% |
| 7D | -12.4% | +0.7% | -13.1% | -12.4% |
| 30D | -6.6% | -26.1% | +19.5% | -5.5% |
| 3M | +7.5% | -38.1% | +45.6% | +9.3% |
| 6M | +10.8% | -55.4% | +66.2% | +13.7% |
| YTD | +57.0% | -0.4% | +57.4% | +53.8% |
| 1Y | +67.9% | +25.4% | +42.6% | +62.2% |
| 3Y | +87.6% | +907.8% | -820.2% | +56.3% |
| 5Y | +220.4% | +440.2% | -219.8% | +170.8% |
| 10Y | +64.8% | +2,031.1% | -1,966.3% | +32.6% |
| All | +64.8% | +2,221.4% | -2,156.6% | +32.6% |
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