+88.2%
PR vs AS
+139.2%
-51.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.1% | -11.7% | -7.1% |
| 7D | -12.1% | +13.8% | -25.9% | -13.4% |
| 30D | +0.9% | +16.7% | -15.8% | -0.9% |
| 3M | +10.1% | -11.5% | +21.6% | +11.7% |
| 6M | +1.1% | -5.5% | +6.6% | +0.9% |
| YTD | +63.7% | -14.2% | +77.8% | +65.2% |
| 1Y | +87.0% | +2.1% | +85.0% | +80.6% |
| All | +88.2% | +139.2% | -51.0% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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