+101.9%
DE vs PR
+269.8%
-167.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.3% |
| 7D | +2.3% | +6.7% | -4.4% | +1.0% |
| 30D | +4.4% | -6.1% | +10.6% | +5.5% |
| 3M | +9.8% | +6.9% | +2.9% | +7.9% |
| 6M | +15.8% | +14.6% | +1.2% | +11.7% |
| YTD | +47.0% | +66.1% | -19.2% | +30.0% |
| 1Y | +42.8% | +77.0% | -34.2% | +24.4% |
| 3Y | +88.9% | +93.8% | -4.9% | +57.8% |
| 5Y | +101.9% | +268.2% | -166.4% | +34.9% |
| All | +101.9% | +269.8% | -167.9% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling