+84.5%
PR vs SPXU
-99.5%
+184.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.7% |
| 7D | +6.0% | -7.6% | +13.5% | +3.1% |
| 30D | -4.2% | +5.3% | -9.5% | -2.0% |
| 3M | +10.0% | +9.6% | +0.3% | +14.2% |
| 6M | +15.6% | -4.5% | +20.1% | +14.4% |
| YTD | +68.2% | -25.9% | +94.1% | +52.0% |
| 1Y | +79.2% | -28.9% | +108.1% | +59.7% |
| 3Y | +94.9% | -80.5% | +175.4% | +19.8% |
| 5Y | +272.8% | -83.4% | +356.2% | +159.8% |
| All | +84.5% | -99.5% | +184.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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