+64.8%
PR vs WY
+6.7%
+58.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -12.4% | -0.8% | -11.6% | -12.4% |
| 30D | -6.6% | +10.6% | -17.2% | -11.7% |
| 3M | +7.5% | -16.6% | +24.1% | +16.1% |
| 6M | +10.8% | -8.6% | +19.4% | +13.0% |
| YTD | +57.0% | -8.4% | +65.4% | +57.9% |
| 1Y | +67.9% | -5.1% | +73.0% | +65.5% |
| 3Y | +87.6% | -21.9% | +109.5% | +100.6% |
| 5Y | +220.4% | -31.3% | +251.7% | +265.9% |
| 10Y | +64.8% | +3.6% | +61.2% | +121.1% |
| All | +64.8% | +6.7% | +58.1% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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