+82.2%
PR vs CG
+274.5%
-192.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | +4.2% |
| 7D | +6.7% | -1.5% | +8.2% | +7.1% |
| 30D | -6.1% | +5.7% | -11.8% | -9.9% |
| 3M | +6.9% | -17.9% | +24.7% | +16.2% |
| 6M | +14.6% | -20.2% | +34.8% | +24.5% |
| YTD | +66.1% | -32.0% | +98.1% | +91.9% |
| 1Y | +77.0% | -27.0% | +104.0% | +95.5% |
| 3Y | +93.8% | +42.8% | +51.1% | +33.1% |
| 5Y | +268.2% | -23.4% | +291.7% | +255.4% |
| All | +82.2% | +274.5% | -192.3% | -10.8% |
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