+82.2%
PR vs IT
+88.7%
-6.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.5% |
| 7D | +6.7% | -3.7% | +10.4% | +8.2% |
| 30D | -6.1% | -3.1% | -3.0% | -6.1% |
| 3M | +6.9% | +6.3% | +0.5% | +1.6% |
| 6M | +14.6% | +24.8% | -10.2% | -2.7% |
| YTD | +66.1% | -24.4% | +90.5% | +75.4% |
| 1Y | +77.0% | -17.1% | +94.1% | +77.0% |
| 3Y | +93.8% | -53.6% | +147.5% | +153.9% |
| 5Y | +268.2% | -42.5% | +310.8% | +294.9% |
| All | +82.2% | +88.7% | -6.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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