+55.5%
T vs PR
+66.0%
-10.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | +1.0% | -16.4% | +17.4% | +1.6% |
| 30D | -10.6% | -1.9% | -8.7% | -10.6% |
| 3M | -7.7% | +8.0% | -15.7% | -8.1% |
| 6M | -13.3% | +4.1% | -17.4% | -13.5% |
| YTD | -8.8% | +58.7% | -67.5% | -10.4% |
| 1Y | -8.4% | +75.8% | -84.2% | -10.3% |
| 3Y | +59.6% | +73.2% | -13.5% | +55.5% |
| 5Y | +52.1% | +230.1% | -178.1% | +43.7% |
| All | +55.5% | +66.0% | -10.5% | +60.7% |
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