+147.8%
PR vs EAT
+419.2%
-271.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.3% | -3.6% |
| 7D | -16.5% | -3.3% | -13.3% | -15.8% |
| 30D | -4.5% | +11.7% | -16.2% | -8.9% |
| 3M | +8.5% | -5.9% | +14.4% | +8.9% |
| 6M | -3.3% | +46.7% | -50.1% | -18.9% |
| YTD | +55.7% | +48.2% | +7.5% | +27.0% |
| 1Y | +82.0% | +105.4% | -23.4% | +29.3% |
| 3Y | +62.5% | +502.8% | -440.3% | -32.0% |
| 5Y | +223.9% | +376.3% | -152.4% | +34.2% |
| 10Y | +64.2% | +400.0% | -335.8% | -47.9% |
| All | +147.8% | +419.2% | -271.5% | -21.1% |
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