+421.4%
EWT vs PR
+66.7%
+354.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.2% | +7.2% |
| 7D | -5.0% | -12.4% | +7.4% | -4.3% |
| 30D | -16.3% | -6.6% | -9.8% | -16.0% |
| 3M | -7.2% | +7.5% | -14.7% | -7.7% |
| 6M | -0.5% | +10.8% | -11.3% | -1.2% |
| YTD | +50.6% | +57.0% | -6.5% | +46.1% |
| 1Y | +54.8% | +67.9% | -13.1% | +49.7% |
| 3Y | +155.5% | +87.6% | +67.9% | +144.2% |
| 5Y | +116.4% | +220.4% | -104.0% | +99.3% |
| 10Y | +421.4% | +64.8% | +356.6% | +425.8% |
| All | +421.4% | +66.7% | +354.7% | +425.8% |
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 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