+106.6%
EXE vs PR
+433.6%
-327.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | -0.3% | +2.9% | -3.2% | -1.4% |
| 30D | +8.5% | +18.0% | -9.6% | +1.5% |
| 3M | +5.5% | +16.9% | -11.4% | -1.2% |
| 6M | -5.9% | +28.2% | -34.1% | -15.2% |
| YTD | -9.7% | +69.3% | -79.0% | -27.4% |
| 1Y | +3.6% | +69.5% | -65.9% | -17.0% |
| 3Y | +18.0% | +81.7% | -63.7% | -11.9% |
| All | +106.6% | +433.6% | -327.0% | -8.4% |
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