+169.5%
PR vs ET
+465.4%
-295.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.9% |
| 7D | +2.9% | +0.9% | +2.0% | +2.0% |
| 30D | +18.0% | +7.5% | +10.6% | +9.7% |
| 3M | +16.9% | +11.4% | +5.4% | +4.9% |
| 6M | +28.2% | +18.5% | +9.7% | +8.1% |
| YTD | +69.3% | +37.4% | +32.0% | +23.2% |
| 1Y | +69.5% | +30.9% | +38.6% | +29.1% |
| 3Y | +81.7% | +98.7% | -17.0% | -9.0% |
| 5Y | +422.2% | +230.7% | +191.5% | +65.0% |
| 10Y | +110.4% | +175.6% | -65.2% | -18.2% |
| All | +169.5% | +465.4% | -295.9% | +5.5% |
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