+235.5%
EW vs PR
+66.0%
+169.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | +11.0% | -16.4% | +27.4% | +11.8% |
| 30D | +19.1% | -1.9% | +21.0% | +19.1% |
| 3M | +14.4% | +8.0% | +6.4% | +13.8% |
| 6M | +22.8% | +4.1% | +18.7% | +22.2% |
| YTD | +19.8% | +58.7% | -38.9% | +16.7% |
| 1Y | +23.9% | +75.8% | -51.9% | +20.1% |
| 3Y | +52.2% | +73.2% | -20.9% | +46.6% |
| 5Y | -13.9% | +230.1% | -244.1% | -20.6% |
| All | +235.5% | +66.0% | +169.4% | +213.7% |
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 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