+183.9%
EW vs PR
+147.8%
+36.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.3% | +1.7% |
| 7D | +6.8% | -16.5% | +23.3% | +7.6% |
| 30D | +16.6% | -4.5% | +21.1% | +16.7% |
| 3M | +13.3% | +8.5% | +4.8% | +12.7% |
| 6M | +21.6% | -3.3% | +24.9% | +21.5% |
| YTD | +18.3% | +55.7% | -37.4% | +15.3% |
| 1Y | +21.7% | +82.0% | -60.3% | +17.7% |
| 3Y | +50.3% | +62.5% | -12.1% | +45.1% |
| 5Y | -15.0% | +223.9% | -238.9% | -21.6% |
| 10Y | +237.5% | +64.2% | +173.2% | +207.8% |
| All | +183.9% | +147.8% | +36.1% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling