+784.1%
DE vs PR
+72.8%
+711.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.3% |
| 7D | +2.3% | -0.5% | +2.7% | +2.3% |
| 30D | +9.3% | -4.6% | +14.0% | +9.8% |
| 3M | +12.2% | +4.7% | +7.5% | +11.5% |
| 6M | +18.1% | +12.4% | +5.6% | +16.3% |
| YTD | +49.8% | +62.9% | -13.1% | +41.9% |
| 1Y | +46.4% | +70.6% | -24.2% | +38.0% |
| 3Y | +92.5% | +90.0% | +2.5% | +78.2% |
| 5Y | +107.4% | +255.5% | -148.1% | +77.8% |
| 10Y | +784.1% | +78.7% | +705.3% | +732.5% |
| All | +784.1% | +72.8% | +711.3% | +732.5% |
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