+54.1%
EQT vs P
+494.9%
-440.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -0.8% | +7.8% | -8.7% | -1.8% |
| 30D | +6.6% | +12.3% | -5.7% | +4.7% |
| 3M | +4.4% | +37.1% | -32.7% | -0.6% |
| 6M | -10.5% | +66.1% | -76.6% | -17.6% |
| YTD | +3.7% | +50.9% | -47.2% | -3.6% |
| 1Y | +9.9% | +27.2% | -17.4% | +2.8% |
| 3Y | +35.4% | +158.7% | -123.3% | +9.9% |
| 5Y | +189.2% | +291.1% | -101.9% | +117.1% |
| 10Y | +50.7% | +715.0% | -664.3% | +4.6% |
| All | +54.1% | +494.9% | -440.9% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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