+268.6%
PR vs S
-48.9%
+317.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.0% | -9.1% | -2.0% |
| 7D | -12.4% | +1.6% | -13.9% | -12.6% |
| 30D | -6.6% | -10.5% | +3.9% | -5.6% |
| 3M | +7.5% | +9.9% | -2.4% | +5.7% |
| 6M | +10.8% | +41.8% | -31.0% | +5.1% |
| YTD | +57.0% | +56.8% | +0.2% | +46.1% |
| 1Y | +67.9% | +39.0% | +28.9% | +58.4% |
| 3Y | +87.6% | +53.8% | +33.8% | +70.6% |
| 5Y | +220.4% | -68.6% | +289.0% | +211.2% |
| All | +268.6% | -48.9% | +317.4% | +256.3% |
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