+99.3%
UL vs PR
+66.7%
+32.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.9% |
| 7D | +0.3% | -12.4% | +12.6% | +0.3% |
| 30D | +7.0% | -6.6% | +13.5% | +7.0% |
| 3M | +5.8% | +7.5% | -1.7% | +5.7% |
| 6M | +16.1% | +10.8% | +5.3% | +16.0% |
| YTD | +4.5% | +57.0% | -52.5% | +4.1% |
| 1Y | -1.3% | +67.9% | -69.2% | -1.7% |
| 3Y | +35.0% | +87.6% | -52.6% | +34.0% |
| 5Y | +31.9% | +220.4% | -188.4% | +30.0% |
| 10Y | +99.3% | +64.8% | +34.4% | +102.2% |
| All | +99.3% | +66.7% | +32.6% | +102.2% |
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