+58.8%
T vs PR
+65.1%
-6.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | +2.6% | -9.5% | +12.1% | +2.9% |
| 30D | -1.1% | -5.7% | +4.6% | -0.9% |
| 3M | -7.7% | +3.0% | -10.7% | -7.9% |
| 6M | -10.6% | +11.8% | -22.4% | -11.1% |
| YTD | -7.5% | +58.5% | -65.9% | -9.1% |
| 1Y | -7.4% | +69.9% | -77.3% | -9.3% |
| 3Y | +63.1% | +84.9% | -21.8% | +58.5% |
| 5Y | +55.2% | +246.4% | -191.2% | +46.4% |
| 10Y | +58.8% | +70.3% | -11.5% | +66.1% |
| All | +58.8% | +65.1% | -6.3% | +66.1% |
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