+59.4%
EQT vs PR
+164.4%
-105.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | +3.4% | +6.7% | -3.3% | +2.2% |
| 30D | -3.5% | -6.1% | +2.6% | -2.4% |
| 3M | -2.8% | +6.9% | -9.7% | -4.2% |
| 6M | -5.5% | +14.6% | -20.1% | -8.1% |
| YTD | -1.1% | +66.1% | -67.3% | -10.3% |
| 1Y | -12.9% | +77.0% | -89.9% | -21.9% |
| 3Y | +39.5% | +93.8% | -54.3% | +22.1% |
| 5Y | +164.1% | +268.2% | -104.2% | +106.2% |
| 10Y | +60.8% | +82.3% | -21.5% | +96.4% |
| All | +59.4% | +164.4% | -105.0% | +110.3% |
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