+25.1%
ETSY vs PR
+74.4%
-49.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -6.1% | -4.6% |
| 7D | -10.9% | -0.6% | -10.3% | -11.0% |
| 30D | -14.9% | +17.4% | -32.2% | -11.5% |
| 3M | +5.8% | +21.8% | -16.0% | +10.6% |
| 6M | +29.1% | +27.6% | +1.5% | +36.3% |
| YTD | +31.3% | +71.4% | -40.1% | +47.8% |
| 1Y | +25.1% | +78.3% | -53.2% | +42.7% |
| All | +25.1% | +74.4% | -49.3% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling