+169.5%
PR vs EL
+25.3%
+144.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -2.4% |
| 7D | +2.9% | +0.8% | +2.1% | +2.6% |
| 30D | +18.0% | +19.8% | -1.8% | +11.6% |
| 3M | +16.9% | +25.7% | -8.8% | +8.4% |
| 6M | +28.2% | +5.4% | +22.8% | +23.6% |
| YTD | +69.3% | +0.2% | +69.1% | +63.6% |
| 1Y | +69.5% | +20.4% | +49.1% | +52.2% |
| 3Y | +81.7% | -32.1% | +113.8% | +85.8% |
| 5Y | +422.2% | -67.2% | +489.4% | +620.2% |
| 10Y | +110.4% | +31.7% | +78.6% | +107.5% |
| All | +169.5% | +25.3% | +144.1% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling