+156.8%
EWT vs PR
+93.4%
+63.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -5.0% | -3.2% |
| 7D | +13.2% | +6.7% | +6.5% | +12.2% |
| 30D | -14.3% | -6.1% | -8.1% | -13.6% |
| 3M | -8.4% | +6.9% | -15.3% | -9.5% |
| 6M | +3.7% | +14.6% | -10.9% | +1.2% |
| YTD | +53.1% | +66.1% | -13.1% | +36.9% |
| 1Y | +55.5% | +77.0% | -21.5% | +36.9% |
| All | +156.8% | +93.4% | +63.3% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling