+50.3%
EW vs PR
+61.1%
-10.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.3% | +1.4% |
| 7D | +6.8% | -16.5% | +23.3% | +6.5% |
| 30D | +16.6% | -4.5% | +21.1% | +16.3% |
| 3M | +13.3% | +8.5% | +4.8% | +12.8% |
| 6M | +21.6% | -3.3% | +24.9% | +21.3% |
| YTD | +18.3% | +55.7% | -37.4% | +15.6% |
| 1Y | +21.7% | +82.0% | -60.3% | +18.1% |
| All | +50.3% | +61.1% | -10.9% | +44.8% |
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