+204.8%
PR vs BOXX
+18.4%
+186.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | -0.2% | 0.0% | -0.2% | +0.1% |
| 30D | +10.4% | +0.3% | +10.2% | +11.9% |
| 3M | +21.1% | +1.0% | +20.2% | +26.6% |
| 6M | +28.8% | +1.9% | +26.8% | +42.4% |
| YTD | +71.8% | +2.6% | +69.2% | +99.7% |
| 1Y | +73.3% | +4.0% | +69.3% | +122.9% |
| 3Y | +85.9% | +14.6% | +71.3% | +416.6% |
| All | +204.8% | +18.4% | +186.3% | +1,272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BOXX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling