+99.6%
PR vs TRU
+144.2%
-44.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | +0.3% |
| 7D | +2.9% | -6.8% | +9.7% | +5.1% |
| 30D | +18.0% | 0.0% | +18.0% | +17.8% |
| 3M | +16.9% | +13.3% | +3.6% | +10.9% |
| 6M | +28.2% | +3.4% | +24.8% | +24.0% |
| YTD | +69.3% | -6.4% | +75.7% | +67.9% |
| 1Y | +69.5% | -9.7% | +79.2% | +69.1% |
| 3Y | +81.7% | +0.1% | +81.5% | +68.1% |
| 5Y | +422.2% | -34.0% | +456.3% | +458.6% |
| All | +99.6% | +144.2% | -44.6% | +87.2% |
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