+410.3%
ETSY vs PR
+101.2%
+309.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -6.1% | -4.8% |
| 7D | -10.9% | -0.6% | -10.3% | -10.9% |
| 30D | -14.9% | +17.4% | -32.2% | -15.2% |
| 3M | +5.8% | +21.8% | -16.0% | +5.3% |
| 6M | +29.1% | +27.6% | +1.5% | +28.3% |
| YTD | +31.3% | +71.4% | -40.1% | +29.6% |
| 1Y | +25.1% | +78.3% | -53.2% | +23.2% |
| 3Y | +8.5% | +85.5% | -77.0% | +6.4% |
| 5Y | -66.1% | +422.7% | -488.7% | -66.9% |
| 10Y | +410.3% | +87.1% | +323.2% | +550.8% |
| All | +410.3% | +101.2% | +309.1% | +550.8% |
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