+949.2%
DE vs PR
+152.2%
+797.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.6% |
| 7D | +3.3% | -9.5% | +12.8% | +4.2% |
| 30D | +10.7% | -5.7% | +16.4% | +11.3% |
| 3M | +13.1% | +3.0% | +10.1% | +12.7% |
| 6M | +20.2% | +11.8% | +8.4% | +18.5% |
| YTD | +48.9% | +58.5% | -9.6% | +41.6% |
| 1Y | +46.6% | +69.9% | -23.3% | +38.4% |
| 3Y | +91.4% | +84.9% | +6.5% | +77.9% |
| 5Y | +108.1% | +246.4% | -138.3% | +79.5% |
| 10Y | +782.7% | +70.3% | +712.4% | +708.5% |
| All | +949.2% | +152.2% | +797.0% | +924.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling