+65.2%
PR vs MTB
+135.3%
-70.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.5% |
| 7D | -16.4% | -1.3% | -15.1% | -15.8% |
| 30D | -1.9% | +0.5% | -2.4% | -2.5% |
| 3M | +8.0% | -12.4% | +20.3% | +16.8% |
| 6M | +4.1% | +1.5% | +2.6% | +1.5% |
| YTD | +58.7% | +10.3% | +48.4% | +45.0% |
| 1Y | +75.8% | +22.2% | +53.6% | +49.7% |
| 3Y | +73.2% | +96.9% | -23.8% | +4.3% |
| 5Y | +230.1% | +64.3% | +165.8% | +113.4% |
| All | +65.2% | +135.3% | -70.1% | +37.3% |
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