+593.0%
BE vs PR
+44.5%
+548.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.0% | -10.5% | -12.8% |
| 7D | -14.7% | -16.4% | +1.7% | -10.7% |
| 30D | -40.5% | -1.9% | -38.6% | -40.4% |
| 3M | -24.3% | +8.0% | -32.3% | -26.4% |
| 6M | -39.3% | +4.1% | -43.4% | -40.8% |
| YTD | +99.4% | +58.7% | +40.7% | +74.3% |
| 1Y | +26.6% | +75.8% | -49.2% | +7.5% |
| 3Y | +1,616.9% | +73.2% | +1,543.8% | +1,347.0% |
| 5Y | +441.4% | +230.1% | +211.2% | +273.3% |
| All | +593.0% | +44.5% | +548.5% | +237.1% |
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