+65.2%
PR vs BG
+90.1%
-25.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.6% |
| 7D | -16.4% | +2.5% | -19.0% | -17.9% |
| 30D | -1.9% | -6.1% | +4.2% | +1.6% |
| 3M | +8.0% | -8.5% | +16.5% | +13.4% |
| 6M | +4.1% | -20.4% | +24.5% | +18.7% |
| YTD | +58.7% | +13.3% | +45.4% | +42.3% |
| 1Y | +75.8% | +7.3% | +68.6% | +63.1% |
| 3Y | +73.2% | +2.6% | +70.6% | +58.3% |
| 5Y | +230.1% | +22.0% | +208.2% | +165.7% |
| All | +65.2% | +90.1% | -25.0% | -8.9% |
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