+64.8%
PR vs GEN
+166.9%
-102.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -12.4% | -0.3% | -12.1% | -12.4% |
| 30D | -6.6% | +28.2% | -34.7% | -13.3% |
| 3M | +7.5% | +2.6% | +4.9% | +5.4% |
| 6M | +10.8% | +32.7% | -21.9% | -0.3% |
| YTD | +57.0% | +11.3% | +45.8% | +47.8% |
| 1Y | +67.9% | +17.9% | +50.0% | +55.0% |
| 3Y | +87.6% | +66.3% | +21.3% | +52.9% |
| 5Y | +220.4% | +31.7% | +188.7% | +171.7% |
| 10Y | +64.8% | +150.0% | -85.2% | +14.6% |
| All | +64.8% | +166.9% | -102.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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