-26.3%
U vs PR
+3,452.2%
-3,478.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +24.4% | -9.5% | +33.9% | +26.1% |
| 30D | +7.4% | -5.7% | +13.1% | +7.9% |
| 3M | +16.8% | +3.0% | +13.8% | +15.5% |
| 6M | +78.8% | +11.8% | +67.0% | +73.4% |
| YTD | +14.0% | +58.5% | -44.5% | +2.9% |
| 1Y | +16.7% | +69.9% | -53.2% | +3.9% |
| 3Y | +86.4% | +84.9% | +1.5% | +62.4% |
| 5Y | -71.5% | +246.4% | -317.9% | -77.5% |
| All | -26.3% | +3,452.2% | -3,478.6% | -44.0% |
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 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