+271.2%
EW vs PR
+86.0%
+185.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.2% |
| 7D | +4.9% | +6.0% | -1.1% | +4.6% |
| 30D | +23.9% | -4.2% | +28.1% | +24.1% |
| 3M | +15.8% | +10.0% | +5.8% | +15.1% |
| 6M | +31.7% | +15.6% | +16.0% | +30.5% |
| YTD | +25.7% | +68.2% | -42.5% | +22.2% |
| 1Y | +24.4% | +79.2% | -54.8% | +20.5% |
| 3Y | +65.9% | +94.9% | -29.0% | +58.9% |
| 5Y | -7.6% | +272.8% | -280.4% | -15.2% |
| All | +271.2% | +86.0% | +185.2% | +261.2% |
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