+152.6%
PR vs ET
+406.6%
-254.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.5% |
| 7D | -16.4% | -7.9% | -8.5% | -9.0% |
| 30D | -1.9% | -5.9% | +4.0% | +4.5% |
| 3M | +8.0% | -5.2% | +13.2% | +14.1% |
| 6M | +4.1% | +0.3% | +3.8% | +4.0% |
| YTD | +58.7% | +23.1% | +35.6% | +29.2% |
| 1Y | +75.8% | +22.7% | +53.1% | +43.5% |
| 3Y | +73.2% | +75.4% | -2.2% | -1.6% |
| 5Y | +230.1% | +202.6% | +27.5% | +14.3% |
| 10Y | +67.4% | +213.0% | -145.6% | -27.3% |
| All | +152.6% | +406.6% | -254.0% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling