+87.1%
PR vs TRI
+190.0%
-102.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +2.1% |
| 7D | -0.6% | -7.1% | +6.5% | +0.3% |
| 30D | +17.4% | -2.3% | +19.7% | +17.6% |
| 3M | +21.8% | +19.6% | +2.2% | +18.0% |
| 6M | +27.6% | -8.7% | +36.3% | +28.3% |
| YTD | +71.4% | -22.3% | +93.7% | +76.6% |
| 1Y | +78.3% | -40.7% | +119.0% | +93.4% |
| 3Y | +85.5% | -17.8% | +103.2% | +86.3% |
| 5Y | +422.7% | -8.5% | +431.2% | +407.5% |
| 10Y | +87.1% | +192.6% | -105.5% | +74.7% |
| All | +87.1% | +190.0% | -102.9% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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