+169.5%
PR vs IAG
+652.9%
-483.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | +18.0% | +28.9% | -10.8% | +15.2% |
| 3M | +16.9% | +19.1% | -2.3% | +14.5% |
| 6M | +28.2% | -10.3% | +38.5% | +28.3% |
| YTD | +69.3% | +24.2% | +45.1% | +63.1% |
| 1Y | +69.5% | +116.5% | -47.0% | +53.4% |
| 3Y | +81.7% | +742.8% | -661.1% | +39.2% |
| 5Y | +422.2% | +753.3% | -331.1% | +287.3% |
| 10Y | +110.4% | +403.2% | -292.8% | +66.7% |
| All | +169.5% | +652.9% | -483.5% | +115.3% |
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