+152.1%
EXE vs PR
+683.0%
-530.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.1% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | -0.2% | -4.6% | +4.4% | +1.2% |
| 3M | -9.2% | +4.7% | -13.9% | -10.9% |
| 6M | -7.2% | +12.4% | -19.7% | -11.3% |
| YTD | -18.3% | +62.9% | -81.1% | -31.3% |
| 1Y | -23.6% | +70.6% | -94.2% | -36.8% |
| 3Y | +21.9% | +90.0% | -68.1% | -5.7% |
| 5Y | +73.7% | +255.5% | -181.9% | +4.9% |
| All | +152.1% | +683.0% | -530.9% | +30.5% |
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 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