-24.7%
U vs PR
+3,457.1%
-3,481.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.2% |
| 7D | +36.6% | -16.4% | +53.0% | +40.2% |
| 30D | +13.3% | -1.9% | +15.2% | +13.2% |
| 3M | +26.2% | +8.0% | +18.2% | +23.8% |
| 6M | +88.7% | +4.1% | +84.6% | +85.4% |
| YTD | +16.6% | +58.7% | -42.1% | +5.3% |
| 1Y | +29.0% | +75.8% | -46.9% | +14.1% |
| 3Y | +99.5% | +73.2% | +26.3% | +75.4% |
| 5Y | -66.1% | +230.1% | -296.3% | -73.2% |
| All | -24.7% | +3,457.1% | -3,481.8% | -42.7% |
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