+221.7%
PR vs EL
-66.1%
+287.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.5% |
| 7D | -16.4% | +0.8% | -17.2% | -16.6% |
| 30D | -1.9% | +16.5% | -18.4% | -4.8% |
| 3M | +8.0% | +29.2% | -21.2% | +2.0% |
| 6M | +4.1% | +27.9% | -23.8% | -2.1% |
| YTD | +58.7% | +6.2% | +52.5% | +53.5% |
| 1Y | +75.8% | +27.2% | +48.7% | +61.7% |
| 3Y | +73.2% | +3.2% | +69.9% | +54.0% |
| All | +221.7% | -66.1% | +287.9% | +368.7% |
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