+221.7%
PR vs ET
+201.6%
+20.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.5% |
| 7D | -16.4% | -7.9% | -8.5% | -7.8% |
| 30D | -1.9% | -5.9% | +4.0% | +5.5% |
| 3M | +8.0% | -5.2% | +13.2% | +14.9% |
| 6M | +4.1% | +0.3% | +3.8% | +3.8% |
| YTD | +58.7% | +23.1% | +35.6% | +24.8% |
| 1Y | +75.8% | +22.7% | +53.1% | +38.5% |
| 3Y | +73.2% | +75.4% | -2.2% | -15.0% |
| All | +221.7% | +201.6% | +20.1% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling