+65.2%
PR vs M
-4.2%
+69.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +3.4% |
| 7D | -16.4% | -4.3% | -12.1% | -15.5% |
| 30D | -1.9% | +1.3% | -3.2% | -3.0% |
| 3M | +8.0% | -7.4% | +15.3% | +9.3% |
| 6M | +4.1% | +18.3% | -14.2% | -4.3% |
| YTD | +58.7% | +7.6% | +51.1% | +48.8% |
| 1Y | +75.8% | +17.4% | +58.4% | +59.2% |
| 3Y | +73.2% | +108.4% | -35.2% | +15.6% |
| 5Y | +230.1% | -10.6% | +240.8% | +179.4% |
| All | +65.2% | -4.2% | +69.3% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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