+772.4%
ETSY vs PR
+169.5%
+602.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.6% | -5.1% | -6.7% |
| 7D | -8.5% | +2.9% | -11.4% | -8.5% |
| 30D | -10.9% | +18.0% | -28.9% | -11.2% |
| 3M | +14.1% | +16.9% | -2.8% | +13.7% |
| 6M | +37.5% | +28.2% | +9.3% | +36.6% |
| YTD | +38.0% | +69.3% | -31.3% | +36.2% |
| 1Y | +46.5% | +69.5% | -23.0% | +44.5% |
| 3Y | +2.5% | +81.7% | -79.2% | +0.6% |
| 5Y | -65.3% | +422.2% | -487.5% | -66.1% |
| 10Y | +451.6% | +110.4% | +341.3% | +599.4% |
| All | +772.4% | +169.5% | +602.9% | +1,035.7% |
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 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