+152.6%
PR vs AZO
+313.1%
-160.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.1% |
| 7D | -16.4% | +1.5% | -17.9% | -16.5% |
| 30D | -1.9% | +13.0% | -14.9% | -2.7% |
| 3M | +8.0% | +4.8% | +3.2% | +7.5% |
| 6M | +4.1% | -9.2% | +13.3% | +4.7% |
| YTD | +58.7% | -5.2% | +63.9% | +58.8% |
| 1Y | +75.8% | -12.4% | +88.3% | +77.1% |
| 3Y | +73.2% | +23.4% | +49.7% | +67.6% |
| 5Y | +230.1% | +76.9% | +153.2% | +211.7% |
| 10Y | +67.4% | +339.6% | -272.2% | +54.1% |
| All | +152.6% | +313.1% | -160.6% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling