+415.3%
PR vs TRU
-33.8%
+449.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | -0.1% |
| 7D | +2.9% | -6.8% | +9.7% | +4.6% |
| 30D | +18.0% | 0.0% | +18.0% | +17.9% |
| 3M | +16.9% | +13.3% | +3.6% | +12.1% |
| 6M | +28.2% | +3.4% | +24.8% | +25.1% |
| YTD | +69.3% | -6.4% | +75.7% | +68.9% |
| 1Y | +69.5% | -9.7% | +79.2% | +70.1% |
| 3Y | +81.7% | +0.1% | +81.5% | +73.7% |
| All | +415.3% | -33.8% | +449.0% | +491.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling