+70.3%
PR vs TRI
+222.0%
-151.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -9.5% | -1.6% | -7.9% | -9.4% |
| 30D | -5.7% | +5.0% | -10.7% | -6.6% |
| 3M | +3.0% | +4.6% | -1.6% | +1.9% |
| 6M | +11.8% | +18.3% | -6.5% | +8.0% |
| YTD | +58.5% | -14.7% | +73.2% | +60.8% |
| 1Y | +69.9% | -16.7% | +86.6% | +73.0% |
| 3Y | +84.9% | -11.3% | +96.2% | +83.6% |
| 5Y | +246.4% | -0.6% | +247.0% | +231.2% |
| 10Y | +70.3% | +220.2% | -149.9% | +72.8% |
| All | +70.3% | +222.0% | -151.7% | +72.8% |
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