+147.8%
PR vs GEN
+258.6%
-110.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -3.9% | -4.6% |
| 7D | -16.5% | +8.5% | -25.1% | -18.4% |
| 30D | -4.5% | +34.2% | -38.7% | -12.3% |
| 3M | +8.5% | +10.0% | -1.4% | +4.5% |
| 6M | -3.3% | +56.8% | -60.1% | -17.2% |
| YTD | +55.7% | +14.2% | +41.5% | +45.9% |
| 1Y | +82.0% | +20.8% | +61.3% | +67.5% |
| 3Y | +62.5% | +84.1% | -21.6% | +29.2% |
| 5Y | +223.9% | +37.1% | +186.8% | +173.4% |
| 10Y | +64.2% | +171.5% | -107.3% | +18.6% |
| All | +147.8% | +258.6% | -110.8% | +74.6% |
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 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