+152.6%
PR vs TRU
+206.1%
-53.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.5% |
| 7D | -16.4% | +5.7% | -22.1% | -18.0% |
| 30D | -1.9% | +29.2% | -31.1% | -9.9% |
| 3M | +8.0% | +2.7% | +5.3% | +6.0% |
| 6M | +4.1% | +15.2% | -11.1% | -2.8% |
| YTD | +58.7% | -4.9% | +63.6% | +55.2% |
| 1Y | +75.8% | +3.4% | +72.4% | +66.7% |
| 3Y | +73.2% | +63.2% | +10.0% | +36.4% |
| 5Y | +230.1% | -26.6% | +256.7% | +234.5% |
| 10Y | +67.4% | +172.8% | -105.4% | +58.6% |
| All | +152.6% | +206.1% | -53.5% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling