+107.3%
PR vs IT
+103.9%
+3.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | +0.4% |
| 7D | +2.9% | -6.0% | +8.9% | +5.5% |
| 30D | +18.0% | 0.0% | +18.0% | +17.5% |
| 3M | +16.9% | +13.1% | +3.8% | +7.1% |
| 6M | +28.2% | +11.7% | +16.5% | +15.9% |
| YTD | +69.3% | -26.1% | +95.4% | +84.0% |
| 1Y | +69.5% | -21.3% | +90.8% | +74.3% |
| 3Y | +81.7% | -46.7% | +128.4% | +116.2% |
| 5Y | +422.2% | -40.5% | +462.8% | +450.2% |
| All | +107.3% | +103.9% | +3.4% | +8.6% |
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