+78.7%
PR vs WY
+3.1%
+75.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | -0.5% | -5.1% | +4.6% | +1.9% |
| 30D | -4.6% | +9.0% | -13.6% | -9.3% |
| 3M | +4.7% | -16.7% | +21.4% | +13.1% |
| 6M | +12.4% | -10.3% | +22.7% | +15.7% |
| YTD | +62.9% | -10.5% | +73.4% | +65.5% |
| 1Y | +70.6% | -5.9% | +76.5% | +68.5% |
| 3Y | +90.0% | -24.7% | +114.7% | +106.8% |
| 5Y | +255.5% | -31.5% | +287.0% | +306.1% |
| 10Y | +78.7% | +4.7% | +74.0% | +150.3% |
| All | +78.7% | +3.1% | +75.6% | +150.3% |
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