-34.6%
TLT vs PR
+225.0%
-259.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.1% |
| 7D | +0.1% | -16.4% | +16.5% | -0.6% |
| 30D | +6.2% | -1.9% | +8.1% | +6.1% |
| 3M | -0.3% | +8.0% | -8.3% | 0.0% |
| 6M | -3.4% | +4.1% | -7.5% | -3.0% |
| YTD | -3.1% | +58.7% | -61.8% | -1.2% |
| 1Y | -5.2% | +75.8% | -81.1% | -3.0% |
| 3Y | +6.5% | +73.2% | -66.7% | +9.3% |
| All | -34.6% | +225.0% | -259.6% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling