+65.2%
PR vs CG
+290.3%
-225.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | -16.4% | -1.2% | -15.2% | -16.2% |
| 30D | -1.9% | +5.0% | -6.9% | -5.2% |
| 3M | +8.0% | -18.2% | +26.2% | +18.1% |
| 6M | +4.1% | -20.7% | +24.8% | +13.8% |
| YTD | +58.7% | -31.4% | +90.1% | +83.1% |
| 1Y | +75.8% | -22.3% | +98.1% | +87.8% |
| 3Y | +73.2% | +50.2% | +23.0% | +15.7% |
| 5Y | +230.1% | -22.1% | +252.2% | +216.2% |
| All | +65.2% | +290.3% | -225.1% | -16.1% |
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