+79.3%
PR vs GEN
+58.9%
+20.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | +2.9% | -1.2% | +4.1% | +3.1% |
| 30D | +18.0% | +10.1% | +7.9% | +16.0% |
| 3M | +16.9% | +16.1% | +0.8% | +13.5% |
| 6M | +28.2% | +38.9% | -10.6% | +19.6% |
| YTD | +69.3% | +14.4% | +54.9% | +67.1% |
| 1Y | +69.5% | +5.9% | +63.6% | +71.6% |
| All | +79.3% | +58.9% | +20.4% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling