+365.7%
SE vs PR
+36.6%
+329.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | +2.0% | -16.4% | +18.4% | +3.5% |
| 30D | -20.0% | -1.9% | -18.1% | -20.0% |
| 3M | -31.8% | +8.0% | -39.7% | -32.4% |
| 6M | -15.9% | +4.1% | -20.0% | -16.6% |
| YTD | -40.6% | +58.7% | -99.3% | -43.5% |
| 1Y | -50.7% | +75.8% | -126.5% | -53.5% |
| 3Y | +70.3% | +73.2% | -2.9% | +59.8% |
| 5Y | -78.8% | +230.1% | -309.0% | -81.2% |
| All | +365.7% | +36.6% | +329.2% | +370.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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