+84.5%
PR vs MKTX
+12.8%
+71.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +6.0% | +0.2% | +5.7% | +6.0% |
| 30D | -4.2% | +0.9% | -5.1% | -4.2% |
| 3M | +10.0% | +2.6% | +7.4% | +10.0% |
| 6M | +15.6% | +20.4% | -4.8% | +16.0% |
| YTD | +68.2% | -7.1% | +75.2% | +67.6% |
| 1Y | +79.2% | -2.8% | +82.0% | +78.8% |
| 3Y | +94.9% | -21.7% | +116.7% | +94.2% |
| 5Y | +272.8% | -54.5% | +327.3% | +255.3% |
| All | +84.5% | +12.8% | +71.6% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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