+476.5%
V vs PR
+83.7%
+392.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.3% |
| 7D | -0.4% | +6.7% | -7.1% | -0.7% |
| 30D | +6.3% | -6.1% | +12.5% | +6.6% |
| 3M | +17.2% | +6.9% | +10.3% | +16.6% |
| 6M | +29.2% | +14.6% | +14.6% | +28.0% |
| YTD | +20.8% | +66.1% | -45.4% | +16.9% |
| 1Y | +25.0% | +77.0% | -52.0% | +20.5% |
| 3Y | +75.3% | +93.8% | -18.6% | +67.1% |
| 5Y | +105.8% | +268.2% | -162.4% | +87.6% |
| All | +476.5% | +83.7% | +392.8% | +468.0% |
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