+96.8%
PR vs AZO
+297.5%
-200.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.4% |
| 7D | -0.2% | -2.9% | +2.7% | 0.0% |
| 30D | +10.4% | -5.3% | +15.7% | +10.8% |
| 3M | +21.1% | -7.3% | +28.5% | +21.7% |
| 6M | +28.8% | -22.7% | +51.4% | +31.1% |
| YTD | +71.8% | -15.0% | +86.8% | +73.4% |
| 1Y | +73.3% | -32.2% | +105.5% | +78.3% |
| 3Y | +85.9% | +10.0% | +75.9% | +81.2% |
| 5Y | +421.8% | +85.8% | +335.9% | +395.6% |
| All | +96.8% | +297.5% | -200.6% | +80.5% |
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