+66.6%
PR vs BR
+263.0%
-196.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.5% |
| 7D | -16.4% | +6.5% | -22.9% | -18.3% |
| 30D | -1.9% | +18.9% | -20.8% | -7.9% |
| 3M | +8.0% | +16.3% | -8.3% | +1.9% |
| 6M | +4.1% | +26.2% | -22.1% | -5.1% |
| YTD | +58.7% | -13.1% | +71.8% | +65.1% |
| 1Y | +75.8% | -10.5% | +86.3% | +80.7% |
| 3Y | +73.2% | +13.3% | +59.8% | +60.4% |
| 5Y | +230.1% | +19.9% | +210.2% | +193.5% |
| All | +66.6% | +263.0% | -196.4% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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