+82.2%
PR vs EAT
+319.3%
-237.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.6% |
| 7D | +6.7% | -7.1% | +13.8% | +9.4% |
| 30D | -6.1% | -2.3% | -3.8% | -6.3% |
| 3M | +6.9% | -19.6% | +26.5% | +13.7% |
| 6M | +14.6% | +46.0% | -31.4% | -4.2% |
| YTD | +66.1% | +37.7% | +28.5% | +38.4% |
| 1Y | +77.0% | +73.8% | +3.2% | +33.2% |
| 3Y | +93.8% | +482.1% | -388.2% | -19.8% |
| 5Y | +268.2% | +362.5% | -94.2% | +50.0% |
| All | +82.2% | +319.3% | -237.0% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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