+21.6%
EW vs PR
-3.2%
+24.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.3% | +0.5% |
| 7D | +6.8% | -16.5% | +23.3% | +3.4% |
| 30D | +16.6% | -4.5% | +21.1% | +15.2% |
| 3M | +13.3% | +8.5% | +4.8% | +12.5% |
| 6M | +21.6% | -3.3% | +24.9% | +20.7% |
| All | +21.6% | -3.2% | +24.8% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling