+147.8%
PR vs CG
+279.2%
-131.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.5% | +1.7% | -1.6% |
| 7D | -16.5% | -1.5% | -15.0% | -16.2% |
| 30D | -4.5% | +2.8% | -7.3% | -6.6% |
| 3M | +8.5% | -19.2% | +27.8% | +19.3% |
| 6M | -3.3% | -21.0% | +17.6% | +5.8% |
| YTD | +55.7% | -31.0% | +86.7% | +78.5% |
| 1Y | +82.0% | -21.1% | +103.1% | +92.7% |
| 3Y | +62.5% | +48.8% | +13.7% | +11.0% |
| 5Y | +223.9% | -21.5% | +245.5% | +209.6% |
| 10Y | +64.2% | +298.1% | -233.9% | -15.1% |
| All | +147.8% | +279.2% | -131.4% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling