+151.4%
EXE vs PR
+698.8%
-547.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.0% |
| 7D | +3.6% | +6.7% | -3.1% | +1.3% |
| 30D | -4.3% | -6.1% | +1.8% | -2.5% |
| 3M | -7.7% | +6.9% | -14.5% | -10.0% |
| 6M | -7.2% | +14.6% | -21.8% | -11.9% |
| YTD | -18.5% | +66.1% | -84.7% | -32.0% |
| 1Y | -24.4% | +77.0% | -101.4% | -38.2% |
| 3Y | +21.6% | +93.8% | -72.3% | -6.6% |
| 5Y | +77.3% | +268.2% | -190.9% | +6.1% |
| All | +151.4% | +698.8% | -547.4% | +29.2% |
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