+169.5%
PR vs BEN
+43.7%
+125.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -3.5% |
| 7D | +2.9% | +0.2% | +2.7% | +2.6% |
| 30D | +18.0% | -0.5% | +18.6% | +18.0% |
| 3M | +16.9% | +9.7% | +7.1% | +10.1% |
| 6M | +28.2% | +33.9% | -5.7% | +6.6% |
| YTD | +69.3% | +49.0% | +20.4% | +31.8% |
| 1Y | +69.5% | +42.1% | +27.4% | +34.8% |
| 3Y | +81.7% | +51.9% | +29.8% | +33.2% |
| 5Y | +422.2% | +39.0% | +383.2% | +292.1% |
| 10Y | +110.4% | +57.9% | +52.5% | +61.7% |
| All | +169.5% | +43.7% | +125.8% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling