+62.0%
EW vs PR
+86.9%
-24.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +9.3% | -9.5% | +18.8% | +9.1% |
| 30D | +22.1% | -5.7% | +27.8% | +21.8% |
| 3M | +13.0% | +3.0% | +10.0% | +12.6% |
| 6M | +30.1% | +11.8% | +18.3% | +29.4% |
| YTD | +22.0% | +58.5% | -36.5% | +19.5% |
| 1Y | +23.7% | +69.9% | -46.2% | +20.7% |
| 3Y | +62.0% | +84.9% | -22.9% | +57.2% |
| All | +62.0% | +86.9% | -24.9% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling