+160.5%
PR vs EL
+35.2%
+125.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.3% | -12.9% | -8.2% |
| 7D | -12.1% | +2.5% | -14.6% | -12.8% |
| 30D | +0.9% | +20.1% | -19.2% | -4.3% |
| 3M | +10.1% | +29.3% | -19.1% | +1.4% |
| 6M | +1.1% | +38.8% | -37.7% | -9.9% |
| YTD | +63.7% | +8.1% | +55.6% | +54.0% |
| 1Y | +87.0% | +22.3% | +64.7% | +68.0% |
| 3Y | +70.7% | +6.7% | +64.1% | +46.8% |
| 5Y | +246.8% | -64.4% | +311.2% | +365.5% |
| 10Y | +72.6% | +61.2% | +11.4% | +65.3% |
| All | +160.5% | +35.2% | +125.2% | +150.6% |
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