+85.5%
PR vs AZO
+14.4%
+71.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | +17.4% | -5.6% | +23.0% | +17.1% |
| 3M | +21.8% | -4.0% | +25.7% | +21.6% |
| 6M | +27.6% | -18.9% | +46.5% | +27.0% |
| YTD | +71.4% | -13.0% | +84.4% | +71.2% |
| 1Y | +78.3% | -30.4% | +108.8% | +77.4% |
| 3Y | +85.5% | +12.7% | +72.8% | +84.1% |
| All | +85.5% | +14.4% | +71.1% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling