+169.5%
PR vs EAT
+462.1%
-292.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +18.0% | +1.9% | +16.2% | +16.7% |
| 3M | +16.9% | +68.7% | -51.8% | -4.9% |
| 6M | +28.2% | +66.9% | -38.7% | +2.3% |
| YTD | +69.3% | +60.4% | +8.9% | +36.1% |
| 1Y | +69.5% | +44.0% | +25.5% | +39.3% |
| 3Y | +81.7% | +604.7% | -523.0% | -28.1% |
| 5Y | +422.2% | +347.0% | +75.2% | +126.9% |
| 10Y | +110.4% | +390.8% | -280.4% | -34.5% |
| All | +169.5% | +462.1% | -292.6% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling