+64.8%
PR vs SPXU
-99.5%
+164.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +6.0% | -3.6% |
| 7D | -12.4% | -1.5% | -10.9% | -12.5% |
| 30D | -6.6% | +9.7% | -16.2% | -3.0% |
| 3M | +7.5% | +8.4% | -0.9% | +11.1% |
| 6M | +10.8% | -5.7% | +16.5% | +9.0% |
| YTD | +57.0% | -25.4% | +82.5% | +42.1% |
| 1Y | +67.9% | -28.9% | +96.8% | +49.6% |
| 3Y | +87.6% | -81.2% | +168.8% | +13.8% |
| 5Y | +220.4% | -83.3% | +303.7% | +123.7% |
| 10Y | +64.8% | -99.5% | +164.3% | -8.1% |
| All | +64.8% | -99.5% | +164.4% | -8.1% |
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