+462.7%
EWT vs PR
+72.8%
+389.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +3.1% | +5.7% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | -12.3% | -4.6% | -7.7% | -12.1% |
| 3M | -3.6% | +4.7% | -8.3% | -3.9% |
| 6M | +3.1% | +12.4% | -9.3% | +2.3% |
| YTD | +57.7% | +62.9% | -5.2% | +52.8% |
| 1Y | +60.3% | +70.6% | -10.3% | +54.8% |
| 3Y | +163.4% | +90.0% | +73.4% | +151.6% |
| 5Y | +127.4% | +255.5% | -128.1% | +108.6% |
| 10Y | +462.7% | +78.7% | +383.9% | +473.2% |
| All | +462.7% | +72.8% | +389.9% | +473.2% |
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 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