+65.2%
PR vs IAG
+365.5%
-300.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.3% | +1.2% |
| 7D | -16.4% | +21.4% | -37.8% | -18.1% |
| 30D | -1.9% | +4.0% | -5.9% | -2.5% |
| 3M | +8.0% | +17.0% | -9.1% | +5.7% |
| 6M | +4.1% | +1.4% | +2.7% | +2.9% |
| YTD | +58.7% | +13.8% | +44.9% | +52.8% |
| 1Y | +75.8% | +55.8% | +20.0% | +62.8% |
| 3Y | +73.2% | +647.4% | -574.3% | +27.6% |
| 5Y | +230.1% | +519.1% | -289.0% | +136.5% |
| All | +65.2% | +365.5% | -300.3% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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