+303.9%
SPY vs PR
+66.0%
+237.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | -2.7% | -16.4% | +13.7% | -1.6% |
| 30D | -5.4% | -1.9% | -3.5% | -5.3% |
| 3M | -4.1% | +8.0% | -12.0% | -4.7% |
| 6M | +0.7% | +4.1% | -3.4% | +0.2% |
| YTD | +8.7% | +58.7% | -50.0% | +5.0% |
| 1Y | +10.9% | +75.8% | -65.0% | +6.4% |
| 3Y | +75.0% | +73.2% | +1.8% | +67.1% |
| 5Y | +67.8% | +230.1% | -162.3% | +52.5% |
| All | +303.9% | +66.0% | +237.9% | +296.7% |
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