+73.2%
PR vs EAT
+486.0%
-412.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.2% |
| 7D | -16.4% | -2.6% | -13.8% | -16.2% |
| 30D | -1.9% | +11.5% | -13.4% | -3.2% |
| 3M | +8.0% | -9.1% | +17.1% | +8.7% |
| 6M | +4.1% | +40.4% | -36.3% | -1.1% |
| YTD | +58.7% | +43.9% | +14.8% | +48.4% |
| 1Y | +75.8% | +101.9% | -26.1% | +53.0% |
| 3Y | +73.2% | +489.9% | -416.7% | +32.8% |
| All | +73.2% | +486.0% | -412.9% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling