+169.5%
PR vs BG
+183.3%
-13.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | +2.9% | +2.8% | +0.1% | +1.1% |
| 30D | +18.0% | +12.0% | +6.0% | +9.8% |
| 3M | +16.9% | -7.7% | +24.6% | +21.8% |
| 6M | +28.2% | +4.5% | +23.7% | +23.0% |
| YTD | +69.3% | +35.7% | +33.6% | +37.3% |
| 1Y | +69.5% | +50.1% | +19.4% | +26.3% |
| 3Y | +81.7% | +12.6% | +69.1% | +58.9% |
| 5Y | +422.2% | +75.4% | +346.8% | +241.9% |
| 10Y | +110.4% | +150.5% | -40.1% | +9.7% |
| All | +169.5% | +183.3% | -13.9% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling