+91.3%
EWT vs PR
+74.4%
+16.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.5% |
| 7D | +1.6% | -0.6% | +2.2% | +1.6% |
| 30D | +8.2% | +17.4% | -9.2% | +9.7% |
| 3M | +11.1% | +21.8% | -10.7% | +13.4% |
| 6M | +60.4% | +27.6% | +32.8% | +60.6% |
| YTD | +75.6% | +71.4% | +4.1% | +69.7% |
| 1Y | +91.3% | +78.3% | +13.0% | +82.7% |
| All | +91.3% | +74.4% | +16.9% | +82.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling