+65.2%
PR vs EL
+56.3%
+8.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.3% |
| 7D | -16.4% | +0.8% | -17.2% | -16.7% |
| 30D | -1.9% | +16.5% | -18.4% | -6.2% |
| 3M | +8.0% | +29.2% | -21.2% | -0.7% |
| 6M | +4.1% | +27.9% | -23.8% | -5.0% |
| YTD | +58.7% | +6.2% | +52.5% | +50.0% |
| 1Y | +75.8% | +27.2% | +48.7% | +55.6% |
| 3Y | +73.2% | +3.2% | +69.9% | +50.3% |
| 5Y | +230.1% | -66.0% | +296.1% | +356.3% |
| All | +65.2% | +56.3% | +8.9% | +56.5% |
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