+96.8%
PR vs CGNX
+182.0%
-85.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -0.2% | +1.5% | -1.6% | -0.6% |
| 30D | +10.4% | -1.8% | +12.2% | +10.6% |
| 3M | +21.1% | +5.3% | +15.9% | +17.4% |
| 6M | +28.8% | +22.3% | +6.5% | +17.8% |
| YTD | +71.8% | +72.2% | -0.4% | +36.4% |
| 1Y | +73.3% | +39.8% | +33.5% | +45.9% |
| 3Y | +85.9% | +44.8% | +41.1% | +46.9% |
| 5Y | +421.8% | -27.0% | +448.8% | +403.1% |
| All | +96.8% | +182.0% | -85.2% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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