+243.6%
W vs PR
+66.7%
+176.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.6% | +4.7% |
| 7D | +3.3% | -12.4% | +15.7% | +4.2% |
| 30D | +10.5% | -6.6% | +17.1% | +11.0% |
| 3M | +9.6% | +7.5% | +2.1% | +8.8% |
| 6M | +76.4% | +10.8% | +65.6% | +73.9% |
| YTD | +16.4% | +57.0% | -40.6% | +11.0% |
| 1Y | +9.3% | +67.9% | -58.6% | +3.7% |
| 3Y | +172.8% | +87.6% | +85.2% | +157.6% |
| 5Y | -53.4% | +220.4% | -273.7% | -57.4% |
| 10Y | +243.6% | +64.8% | +178.8% | +365.1% |
| All | +243.6% | +66.7% | +176.9% | +365.1% |
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 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