+152.6%
PR vs MKTX
+46.7%
+105.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -16.4% | +0.2% | -16.6% | -16.4% |
| 30D | -1.9% | +0.9% | -2.8% | -1.9% |
| 3M | +8.0% | +2.3% | +5.6% | +8.0% |
| 6M | +4.1% | +12.4% | -8.3% | +4.3% |
| YTD | +58.7% | -7.3% | +66.0% | +58.2% |
| 1Y | +75.8% | +1.8% | +74.0% | +75.7% |
| 3Y | +73.2% | -21.2% | +94.3% | +72.6% |
| 5Y | +230.1% | -54.6% | +284.7% | +215.7% |
| 10Y | +67.4% | +21.5% | +45.9% | +59.3% |
| All | +152.6% | +46.7% | +105.9% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling