+955.6%
DE vs PR
+169.5%
+786.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +10.0% | +2.9% | +7.1% | +9.7% |
| 30D | +13.3% | +18.0% | -4.7% | +11.5% |
| 3M | +17.5% | +16.9% | +0.6% | +15.5% |
| 6M | +13.6% | +28.2% | -14.6% | +10.4% |
| YTD | +49.8% | +69.3% | -19.5% | +41.7% |
| 1Y | +47.9% | +69.5% | -21.6% | +39.6% |
| 3Y | +72.5% | +81.7% | -9.2% | +60.5% |
| 5Y | +90.2% | +422.2% | -332.0% | +59.1% |
| 10Y | +865.4% | +110.4% | +755.0% | +810.4% |
| All | +955.6% | +169.5% | +786.2% | +925.7% |
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