+70.3%
PR vs BR
+271.1%
-200.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -9.5% | +5.0% | -14.5% | -11.1% |
| 30D | -5.7% | +16.6% | -22.3% | -10.8% |
| 3M | +3.0% | +12.0% | -9.0% | -1.5% |
| 6M | +11.8% | +30.7% | -18.9% | +0.6% |
| YTD | +58.5% | -11.9% | +70.4% | +64.1% |
| 1Y | +69.9% | -11.6% | +81.4% | +75.6% |
| 3Y | +84.9% | +15.0% | +69.9% | +70.4% |
| 5Y | +246.4% | +18.1% | +228.3% | +210.0% |
| 10Y | +70.3% | +278.6% | -208.3% | +71.3% |
| All | +70.3% | +271.1% | -200.8% | +71.3% |
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