+65.2%
PR vs CAPR
-68.5%
+133.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.7% | +1.7% |
| 7D | -16.4% | +41.1% | -57.5% | -17.6% |
| 30D | -1.9% | +11.1% | -13.0% | -2.6% |
| 3M | +8.0% | +115.3% | -107.4% | +3.4% |
| 6M | +4.1% | -73.8% | +77.9% | +6.3% |
| YTD | +58.7% | -68.8% | +127.5% | +60.3% |
| 1Y | +75.8% | +43.3% | +32.5% | +51.2% |
| 3Y | +73.2% | +214.7% | -141.5% | +29.8% |
| 5Y | +230.1% | +141.3% | +88.9% | +142.9% |
| All | +65.2% | -68.5% | +133.7% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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