+220.4%
PR vs EAT
+368.3%
-147.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -12.4% | -3.9% | -8.5% | -11.9% |
| 30D | -6.6% | +5.0% | -11.5% | -7.5% |
| 3M | +7.5% | -9.6% | +17.1% | +8.4% |
| 6M | +10.8% | +46.8% | -36.0% | +2.7% |
| YTD | +57.0% | +41.8% | +15.2% | +44.8% |
| 1Y | +67.9% | +98.3% | -30.4% | +44.1% |
| 3Y | +87.6% | +503.1% | -415.5% | +27.3% |
| 5Y | +220.4% | +356.7% | -136.3% | +157.5% |
| All | +220.4% | +368.3% | -147.9% | +157.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling