+159.2%
PR vs AZO
+315.9%
-156.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.1% | +2.7% |
| 7D | -0.5% | -2.6% | +2.2% | -0.3% |
| 30D | -4.6% | +11.7% | -16.3% | -5.3% |
| 3M | +4.7% | +6.4% | -1.7% | +4.2% |
| 6M | +12.4% | -5.5% | +18.0% | +12.8% |
| YTD | +62.9% | -4.5% | +67.4% | +62.9% |
| 1Y | +70.6% | -13.8% | +84.4% | +72.1% |
| 3Y | +90.0% | +19.8% | +70.2% | +84.6% |
| 5Y | +255.5% | +71.6% | +183.9% | +235.4% |
| 10Y | +78.7% | +331.5% | -252.8% | +64.0% |
| All | +159.2% | +315.9% | -156.7% | +140.3% |
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