+18.1%
EW vs PR
+87.5%
-69.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.5% | +10.9% | +3.4% |
| 7D | +8.3% | -12.1% | +20.4% | +6.3% |
| 30D | +13.9% | +0.9% | +13.0% | +13.9% |
| 3M | +10.9% | +10.1% | +0.8% | +11.5% |
| 6M | +19.2% | +1.1% | +18.1% | +19.3% |
| YTD | +16.6% | +63.7% | -47.1% | +16.8% |
| 1Y | +18.1% | +87.0% | -68.9% | +15.6% |
| All | +18.1% | +87.5% | -69.4% | +15.6% |
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