+61.1%
EXE vs PR
+219.1%
-158.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | -3.9% | -12.4% | +8.5% | +1.1% |
| 30D | -2.6% | -6.6% | +4.0% | -0.2% |
| 3M | -6.9% | +7.5% | -14.4% | -9.8% |
| 6M | -9.3% | +10.8% | -20.1% | -13.5% |
| YTD | -20.7% | +57.0% | -77.8% | -34.4% |
| 1Y | -21.8% | +67.9% | -89.8% | -37.0% |
| 3Y | +16.2% | +87.6% | -71.4% | -14.2% |
| 5Y | +61.1% | +220.4% | -159.3% | -11.6% |
| All | +61.1% | +219.1% | -158.0% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling