+79.2%
PR vs EL
+23.3%
+55.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.3% |
| 7D | +6.0% | +1.5% | +4.4% | +6.2% |
| 30D | -4.2% | +10.0% | -14.2% | -3.1% |
| 3M | +10.0% | +28.4% | -18.5% | +12.9% |
| 6M | +15.6% | +37.1% | -21.4% | +19.8% |
| YTD | +68.2% | +7.8% | +60.4% | +76.3% |
| 1Y | +79.2% | +26.0% | +53.2% | +87.2% |
| All | +79.2% | +23.3% | +55.9% | +87.2% |
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