+267.7%
PR vs EL
-65.2%
+332.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | +6.0% | +1.5% | +4.4% | +5.7% |
| 30D | -4.2% | +10.0% | -14.2% | -6.0% |
| 3M | +10.0% | +28.4% | -18.5% | +4.1% |
| 6M | +15.6% | +37.1% | -21.4% | +7.2% |
| YTD | +68.2% | +7.8% | +60.4% | +62.2% |
| 1Y | +79.2% | +26.0% | +53.2% | +65.4% |
| 3Y | +94.9% | +3.8% | +91.1% | +73.5% |
| All | +267.7% | -65.2% | +332.9% | +429.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling