+365.0%
EBAY vs PR
+169.5%
+195.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.3% |
| 7D | -2.1% | +2.9% | -5.0% | -2.2% |
| 30D | -6.7% | +18.0% | -24.7% | -7.1% |
| 3M | -5.0% | +16.9% | -21.8% | -5.4% |
| 6M | +14.6% | +28.2% | -13.6% | +13.7% |
| YTD | +19.8% | +69.3% | -49.5% | +17.9% |
| 1Y | +12.6% | +69.5% | -56.9% | +10.7% |
| 3Y | +141.0% | +81.7% | +59.3% | +135.7% |
| 5Y | +47.5% | +422.2% | -374.7% | +41.5% |
| 10Y | +263.3% | +110.4% | +152.9% | +322.9% |
| All | +365.0% | +169.5% | +195.5% | +451.5% |
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 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