+152.6%
PR vs TRI
+247.7%
-95.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.6% | +2.4% |
| 7D | -16.4% | -4.8% | -11.6% | -16.1% |
| 30D | -1.9% | +13.4% | -15.3% | -3.6% |
| 3M | +8.0% | +13.1% | -5.2% | +5.8% |
| 6M | +4.1% | +24.4% | -20.3% | 0.0% |
| YTD | +58.7% | -11.4% | +70.1% | +60.2% |
| 1Y | +75.8% | -15.6% | +91.4% | +79.0% |
| 3Y | +73.2% | -6.5% | +79.6% | +70.8% |
| 5Y | +230.1% | +5.3% | +224.9% | +214.8% |
| 10Y | +67.4% | +239.9% | -172.6% | +58.5% |
| All | +152.6% | +247.7% | -95.1% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling