+107.3%
PR vs MTB
+171.4%
-64.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +2.9% | +1.7% | +1.2% | +1.7% |
| 30D | +18.0% | -4.2% | +22.2% | +21.0% |
| 3M | +16.9% | +8.9% | +8.0% | +9.7% |
| 6M | +28.2% | +10.9% | +17.3% | +17.8% |
| YTD | +69.3% | +21.5% | +47.8% | +45.9% |
| 1Y | +69.5% | +21.9% | +47.6% | +45.1% |
| 3Y | +81.7% | +109.2% | -27.6% | +5.2% |
| 5Y | +422.2% | +102.0% | +320.3% | +194.9% |
| All | +107.3% | +171.4% | -64.1% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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