+98.7%
DE vs PR
+225.0%
-126.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +0.9% |
| 7D | -0.6% | -16.4% | +15.8% | +3.0% |
| 30D | +2.3% | -1.9% | +4.1% | +2.4% |
| 3M | +9.5% | +8.0% | +1.5% | +7.4% |
| 6M | +14.1% | +4.1% | +10.0% | +12.3% |
| YTD | +45.4% | +58.7% | -13.3% | +29.9% |
| 1Y | +42.9% | +75.8% | -32.9% | +24.6% |
| 3Y | +84.8% | +73.2% | +11.7% | +58.0% |
| All | +98.7% | +225.0% | -126.4% | +36.5% |
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 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