+78.3%
PR vs ET
+32.7%
+45.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.6% | +0.4% | -1.0% | -1.0% |
| 30D | +17.4% | +6.9% | +10.5% | +9.7% |
| 3M | +21.8% | +13.1% | +8.7% | +7.7% |
| 6M | +27.6% | +18.7% | +8.9% | +8.1% |
| YTD | +71.4% | +37.4% | +34.0% | +30.2% |
| 1Y | +78.3% | +34.8% | +43.5% | +38.3% |
| All | +78.3% | +32.7% | +45.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling