+263.2%
PR vs EAT
+362.2%
-99.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.2% |
| 7D | +6.7% | -7.1% | +13.8% | +7.8% |
| 30D | -6.1% | -2.3% | -3.8% | -6.1% |
| 3M | +6.9% | -19.6% | +26.5% | +9.8% |
| 6M | +14.6% | +46.0% | -31.4% | +6.3% |
| YTD | +66.1% | +37.7% | +28.5% | +53.9% |
| 1Y | +77.0% | +73.8% | +3.2% | +55.9% |
| 3Y | +93.8% | +482.1% | -388.2% | +32.6% |
| All | +263.2% | +362.2% | -99.1% | +168.2% |
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