+925.4%
ETSY vs PR
+152.6%
+772.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.7% | -1.8% |
| 7D | +1.1% | -16.4% | +17.5% | +1.4% |
| 30D | +25.8% | -1.9% | +27.7% | +25.8% |
| 3M | +9.3% | +8.0% | +1.4% | +9.1% |
| 6M | +38.4% | +4.1% | +34.3% | +38.1% |
| YTD | +62.2% | +58.7% | +3.5% | +60.2% |
| 1Y | +58.3% | +75.8% | -17.5% | +55.9% |
| 3Y | +42.6% | +73.2% | -30.6% | +40.0% |
| 5Y | -65.4% | +230.1% | -295.6% | -66.3% |
| 10Y | +685.4% | +67.4% | +618.0% | +882.8% |
| All | +925.4% | +152.6% | +772.9% | +1,235.7% |
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