+147.8%
PR vs IAG
+543.4%
-395.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.0% | -4.9% |
| 7D | -16.5% | +4.5% | -21.1% | -17.0% |
| 30D | -4.5% | -5.7% | +1.1% | -4.2% |
| 3M | +8.5% | +10.1% | -1.6% | +7.1% |
| 6M | -3.3% | +7.3% | -10.6% | -5.0% |
| YTD | +55.7% | +6.1% | +49.6% | +51.7% |
| 1Y | +82.0% | +46.8% | +35.2% | +71.3% |
| 3Y | +62.5% | +573.1% | -510.6% | +26.8% |
| 5Y | +223.9% | +477.6% | -253.6% | +145.6% |
| 10Y | +64.2% | +315.7% | -251.5% | +30.8% |
| All | +147.8% | +543.4% | -395.6% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling