+924.8%
DE vs PR
+152.6%
+772.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +1.1% |
| 7D | -0.6% | -16.4% | +15.8% | +1.1% |
| 30D | +2.3% | -1.9% | +4.1% | +2.3% |
| 3M | +9.5% | +8.0% | +1.5% | +8.5% |
| 6M | +14.1% | +4.1% | +10.0% | +13.2% |
| YTD | +45.4% | +58.7% | -13.3% | +38.3% |
| 1Y | +42.9% | +75.8% | -32.9% | +34.4% |
| 3Y | +84.8% | +73.2% | +11.7% | +72.8% |
| 5Y | +101.8% | +230.1% | -128.3% | +74.6% |
| 10Y | +788.0% | +67.4% | +720.6% | +711.5% |
| All | +924.8% | +152.6% | +772.2% | +900.7% |
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