+87.1%
PR vs MKTX
+6.7%
+80.4%
-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% | +1.3% | +1.2% |
| 7D | -0.6% | +0.4% | -1.0% | -0.6% |
| 30D | +17.4% | +1.0% | +16.4% | +17.4% |
| 3M | +21.8% | +41.3% | -19.5% | +22.7% |
| 6M | +27.6% | -11.3% | +38.9% | +27.0% |
| YTD | +71.4% | -8.6% | +80.0% | +70.8% |
| 1Y | +78.3% | -11.1% | +89.4% | +77.5% |
| 3Y | +85.5% | -24.5% | +110.0% | +84.8% |
| 5Y | +422.7% | -61.4% | +484.1% | +387.8% |
| 10Y | +87.1% | +6.8% | +80.3% | +76.8% |
| All | +87.1% | +6.7% | +80.4% | +76.8% |
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