+169.5%
PR vs GEN
+259.2%
-89.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.0% |
| 7D | +2.9% | -1.2% | +4.1% | +3.2% |
| 30D | +18.0% | +10.1% | +7.9% | +14.6% |
| 3M | +16.9% | +16.1% | +0.8% | +11.2% |
| 6M | +28.2% | +38.9% | -10.6% | +14.5% |
| YTD | +69.3% | +14.4% | +54.9% | +60.0% |
| 1Y | +69.5% | +5.9% | +63.6% | +64.1% |
| 3Y | +81.7% | +58.8% | +22.9% | +52.7% |
| 5Y | +422.2% | +24.7% | +397.6% | +358.9% |
| 10Y | +110.4% | +163.1% | -52.7% | +52.8% |
| All | +169.5% | +259.2% | -89.7% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling