+221.7%
PR vs BEN
+19.4%
+202.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +0.1% |
| 7D | -16.4% | +6.6% | -23.0% | -18.6% |
| 30D | -1.9% | +3.8% | -5.7% | -3.7% |
| 3M | +8.0% | +0.2% | +7.7% | +7.3% |
| 6M | +4.1% | +10.4% | -6.3% | -1.6% |
| YTD | +58.7% | +46.2% | +12.5% | +30.1% |
| 1Y | +75.8% | +52.3% | +23.6% | +40.8% |
| 3Y | +73.2% | +65.9% | +7.2% | +26.9% |
| All | +221.7% | +19.4% | +202.3% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling