+197.9%
EQT vs PR
+429.8%
-231.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.6% |
| 7D | -0.8% | -0.6% | -0.3% | -0.6% |
| 30D | +6.6% | +17.4% | -10.7% | -0.8% |
| 3M | +4.4% | +21.8% | -17.4% | -4.7% |
| 6M | -10.5% | +27.6% | -38.1% | -20.4% |
| YTD | +3.7% | +71.4% | -67.7% | -19.4% |
| 1Y | +9.9% | +78.3% | -68.5% | -16.5% |
| 3Y | +35.4% | +85.5% | -50.1% | -2.8% |
| All | +197.9% | +429.8% | -231.8% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling