+78.7%
PR vs CG
+299.0%
-220.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.5% |
| 7D | -0.5% | -3.8% | +3.3% | +1.3% |
| 30D | -4.6% | +7.5% | -12.1% | -9.1% |
| 3M | +4.7% | -14.4% | +19.1% | +11.6% |
| 6M | +12.4% | -15.7% | +28.1% | +18.8% |
| YTD | +62.9% | -29.0% | +91.8% | +84.1% |
| 1Y | +70.6% | -22.1% | +92.7% | +82.0% |
| 3Y | +90.0% | +49.1% | +40.9% | +27.7% |
| 5Y | +255.5% | -18.4% | +273.9% | +230.8% |
| 10Y | +78.7% | +295.1% | -216.4% | -13.7% |
| All | +78.7% | +299.0% | -220.2% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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