+174.8%
EXC vs PR
+147.8%
+27.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.7% |
| 7D | +1.4% | -16.5% | +17.9% | +1.7% |
| 30D | +11.6% | -4.5% | +16.2% | +11.7% |
| 3M | +2.7% | +8.5% | -5.9% | +2.4% |
| 6M | +2.7% | -3.3% | +6.0% | +2.7% |
| YTD | +9.7% | +55.7% | -46.0% | +8.6% |
| 1Y | +4.5% | +82.0% | -77.5% | +3.1% |
| 3Y | +28.5% | +62.5% | -34.0% | +26.6% |
| 5Y | +43.9% | +223.9% | -180.0% | +38.9% |
| 10Y | +183.7% | +64.2% | +119.5% | +173.4% |
| All | +174.8% | +147.8% | +27.0% | +160.2% |
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 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