+307.3%
SPY vs PR
+66.7%
+240.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.4% |
| 7D | +0.1% | -12.4% | +12.5% | +0.9% |
| 30D | -3.3% | -6.6% | +3.2% | -3.0% |
| 3M | -2.4% | +7.5% | -9.9% | -3.0% |
| 6M | +2.6% | +10.8% | -8.2% | +1.6% |
| YTD | +11.2% | +57.0% | -45.8% | +7.6% |
| 1Y | +13.4% | +67.9% | -54.5% | +9.1% |
| 3Y | +79.9% | +87.6% | -7.7% | +71.0% |
| 5Y | +72.2% | +220.4% | -148.2% | +56.7% |
| 10Y | +307.3% | +64.8% | +242.5% | +300.5% |
| All | +307.3% | +66.7% | +240.6% | +300.5% |
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