+267.7%
PR vs AU
+381.3%
-113.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | +6.0% | -7.2% | +13.2% | +6.6% |
| 30D | -4.2% | -2.9% | -1.3% | -4.2% |
| 3M | +10.0% | -8.7% | +18.6% | +10.5% |
| 6M | +15.6% | -14.1% | +29.8% | +16.4% |
| YTD | +68.2% | +4.8% | +63.4% | +61.5% |
| 1Y | +79.2% | +11.9% | +67.3% | +69.8% |
| 3Y | +94.9% | +513.8% | -418.9% | +21.9% |
| All | +267.7% | +381.3% | -113.7% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 5y: compounded portfolio wealth divided by compounded AU 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…
5y analysis · Full analysis span regression · 6 months rolling