+84.5%
PR vs AZO
+334.0%
-249.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +6.0% | +1.3% | +4.6% | +5.9% |
| 30D | -4.2% | +12.0% | -16.2% | -5.0% |
| 3M | +10.0% | +7.2% | +2.7% | +9.3% |
| 6M | +15.6% | -3.2% | +18.8% | +15.7% |
| YTD | +68.2% | -3.9% | +72.1% | +68.2% |
| 1Y | +79.2% | -14.7% | +93.9% | +81.1% |
| 3Y | +94.9% | +20.4% | +74.5% | +88.9% |
| 5Y | +272.8% | +72.8% | +200.0% | +250.1% |
| All | +84.5% | +334.0% | -249.6% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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