-16.6%
TLT vs PR
+147.8%
-164.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.1% |
| 7D | +0.5% | -16.5% | +17.1% | +0.2% |
| 30D | +6.0% | -4.5% | +10.5% | +5.9% |
| 3M | -0.9% | +8.5% | -9.5% | -0.7% |
| 6M | -2.6% | -3.3% | +0.7% | -2.6% |
| YTD | -3.1% | +55.7% | -58.8% | -2.2% |
| 1Y | -4.4% | +82.0% | -86.4% | -3.2% |
| 3Y | +5.5% | +62.5% | -57.0% | +6.8% |
| 5Y | -34.7% | +223.9% | -258.6% | -32.5% |
| 10Y | -17.6% | +64.2% | -81.8% | -19.7% |
| All | -16.6% | +147.8% | -164.4% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling