+294.8%
PR vs S
-51.7%
+346.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +6.0% | +2.0% | +4.0% | +5.6% |
| 30D | -4.2% | -2.7% | -1.5% | -4.1% |
| 3M | +10.0% | -6.9% | +16.8% | +10.2% |
| 6M | +15.6% | +38.1% | -22.4% | +10.0% |
| YTD | +68.2% | +48.0% | +20.2% | +57.5% |
| 1Y | +79.2% | +34.5% | +44.7% | +69.5% |
| 3Y | +94.9% | +38.3% | +56.6% | +79.4% |
| 5Y | +272.8% | -70.9% | +343.7% | +264.2% |
| All | +294.8% | -51.7% | +346.5% | +284.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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