+64.8%
PR vs TRU
+172.9%
-108.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -1.8% |
| 7D | -12.4% | +4.9% | -17.3% | -13.8% |
| 30D | -6.6% | +26.9% | -33.5% | -13.9% |
| 3M | +7.5% | +4.0% | +3.5% | +5.0% |
| 6M | +10.8% | +15.8% | -5.0% | +3.1% |
| YTD | +57.0% | -2.6% | +59.6% | +52.3% |
| 1Y | +67.9% | +3.9% | +64.1% | +58.8% |
| 3Y | +87.6% | +59.2% | +28.4% | +47.6% |
| 5Y | +220.4% | -25.7% | +246.0% | +225.1% |
| 10Y | +64.8% | +179.3% | -114.5% | +54.3% |
| All | +64.8% | +172.9% | -108.1% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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