+242.9%
EW vs PR
+68.1%
+174.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +9.3% | -9.5% | +18.8% | +9.7% |
| 30D | +22.1% | -5.7% | +27.8% | +22.3% |
| 3M | +13.0% | +3.0% | +10.0% | +12.7% |
| 6M | +30.1% | +11.8% | +18.3% | +29.1% |
| YTD | +22.0% | +58.5% | -36.5% | +18.9% |
| 1Y | +23.7% | +69.9% | -46.2% | +20.1% |
| 3Y | +62.0% | +84.9% | -22.9% | +55.5% |
| 5Y | -12.4% | +246.4% | -258.9% | -19.4% |
| All | +242.9% | +68.1% | +174.7% | +231.4% |
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