+78.7%
PR vs EL
+63.7%
+15.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.7% | +3.0% |
| 7D | -0.5% | +0.3% | -0.7% | -0.6% |
| 30D | -4.6% | +12.3% | -16.9% | -7.9% |
| 3M | +4.7% | +28.4% | -23.7% | -3.4% |
| 6M | +12.4% | +36.7% | -24.3% | +0.7% |
| YTD | +62.9% | +8.4% | +54.5% | +53.0% |
| 1Y | +70.6% | +25.4% | +45.2% | +51.9% |
| 3Y | +90.0% | +3.4% | +86.6% | +65.4% |
| 5Y | +255.5% | -64.8% | +320.3% | +384.7% |
| 10Y | +78.7% | +63.0% | +15.8% | +74.7% |
| All | +78.7% | +63.7% | +15.1% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling