+75.8%
PR vs EL
+22.5%
+53.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +2.1% |
| 7D | -16.4% | +0.8% | -17.2% | -16.2% |
| 30D | -1.9% | +16.5% | -18.4% | -0.2% |
| 3M | +8.0% | +29.2% | -21.2% | +10.9% |
| 6M | +4.1% | +27.9% | -23.8% | +7.4% |
| YTD | +58.7% | +6.2% | +52.5% | +66.3% |
| 1Y | +75.8% | +27.2% | +48.7% | +91.0% |
| All | +75.8% | +22.5% | +53.3% | +91.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling