+87.1%
PR vs BG
+159.1%
-72.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.1% | -1.5% |
| 7D | -0.6% | +2.4% | -2.9% | -2.1% |
| 30D | +17.4% | +15.0% | +2.3% | +7.1% |
| 3M | +21.8% | -0.7% | +22.4% | +21.1% |
| 6M | +27.6% | +7.5% | +20.1% | +20.1% |
| YTD | +71.4% | +41.6% | +29.8% | +34.3% |
| 1Y | +78.3% | +50.7% | +27.7% | +31.7% |
| 3Y | +85.5% | +20.3% | +65.2% | +54.6% |
| 5Y | +422.7% | +85.2% | +337.4% | +224.0% |
| 10Y | +87.1% | +160.6% | -73.5% | -8.8% |
| All | +87.1% | +159.1% | -72.0% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling