+169.5%
PR vs AU
+806.3%
-636.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.5% |
| 7D | +2.9% | -3.6% | +6.5% | +3.0% |
| 30D | +18.0% | +23.9% | -5.8% | +17.4% |
| 3M | +16.9% | +19.1% | -2.2% | +16.2% |
| 6M | +28.2% | -0.2% | +28.4% | +28.0% |
| YTD | +69.3% | +32.5% | +36.9% | +66.8% |
| 1Y | +69.5% | +96.9% | -27.4% | +63.9% |
| 3Y | +81.7% | +614.7% | -533.0% | +65.2% |
| 5Y | +422.2% | +647.7% | -225.5% | +375.5% |
| 10Y | +110.4% | +679.2% | -568.8% | +95.0% |
| All | +169.5% | +806.3% | -636.8% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling