+49.5%
EQT vs PR
+87.0%
-37.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | +1.1% | +10.4% | -9.4% | -0.8% |
| 3M | +4.8% | +21.1% | -16.4% | +1.0% |
| 6M | -10.6% | +28.8% | -39.3% | -14.9% |
| YTD | +3.4% | +71.8% | -68.4% | -6.8% |
| 1Y | +8.7% | +73.3% | -64.6% | -2.3% |
| 3Y | +35.0% | +85.9% | -50.9% | +18.8% |
| 5Y | +204.2% | +421.8% | -217.5% | +126.7% |
| All | +49.5% | +87.0% | -37.5% | +73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling