+415.3%
PR vs EL
-67.1%
+482.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.2% |
| 7D | +2.9% | +0.8% | +2.1% | +2.7% |
| 30D | +18.0% | +19.8% | -1.8% | +13.5% |
| 3M | +16.9% | +25.7% | -8.8% | +10.8% |
| 6M | +28.2% | +5.4% | +22.8% | +25.5% |
| YTD | +69.3% | +0.2% | +69.1% | +66.0% |
| 1Y | +69.5% | +20.4% | +49.1% | +57.0% |
| 3Y | +81.7% | -32.1% | +113.8% | +86.0% |
| All | +415.3% | -67.1% | +482.4% | +661.1% |
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