+64.8%
PR vs IT
+96.9%
-32.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.3% |
| 7D | -12.4% | -18.8% | +6.4% | -5.0% |
| 30D | -6.6% | -0.1% | -6.5% | -7.7% |
| 3M | +7.5% | +2.9% | +4.6% | +3.6% |
| 6M | +10.8% | +20.4% | -9.6% | -4.3% |
| YTD | +57.0% | -24.3% | +81.3% | +65.7% |
| 1Y | +67.9% | -17.2% | +85.1% | +68.1% |
| 3Y | +87.6% | -52.4% | +140.0% | +141.5% |
| 5Y | +220.4% | -43.7% | +264.1% | +249.6% |
| 10Y | +64.8% | +90.3% | -25.5% | -16.0% |
| All | +64.8% | +96.9% | -32.1% | -16.0% |
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