+65.2%
PR vs BUD
-9.0%
+74.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.8% |
| 7D | -16.4% | +4.5% | -20.9% | -19.0% |
| 30D | -1.9% | +12.5% | -14.4% | -9.5% |
| 3M | +8.0% | 0.0% | +8.0% | +6.6% |
| 6M | +4.1% | +3.8% | +0.3% | -0.1% |
| YTD | +58.7% | +33.1% | +25.6% | +27.1% |
| 1Y | +75.8% | +35.5% | +40.3% | +38.8% |
| 3Y | +73.2% | +49.4% | +23.8% | +20.2% |
| 5Y | +230.1% | +48.0% | +182.1% | +120.3% |
| All | +65.2% | -9.0% | +74.2% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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