+152.6%
PR vs AU
+672.7%
-520.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +1.8% |
| 7D | -16.4% | +16.5% | -33.0% | -16.7% |
| 30D | -1.9% | +3.3% | -5.2% | -2.0% |
| 3M | +8.0% | +6.8% | +1.1% | +7.7% |
| 6M | +4.1% | -3.9% | +8.0% | +4.0% |
| YTD | +58.7% | +12.9% | +45.8% | +57.0% |
| 1Y | +75.8% | +43.5% | +32.4% | +72.0% |
| 3Y | +73.2% | +445.5% | -372.4% | +58.7% |
| 5Y | +230.1% | +469.0% | -238.8% | +200.4% |
| 10Y | +67.4% | +698.3% | -631.0% | +56.4% |
| All | +152.6% | +672.7% | -520.2% | +137.8% |
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