+84.5%
PR vs EXEL
+320.7%
-236.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +6.0% | -0.8% | +6.8% | +6.2% |
| 30D | -4.2% | +13.1% | -17.3% | -7.4% |
| 3M | +10.0% | +36.3% | -26.4% | +1.1% |
| 6M | +15.6% | +34.5% | -18.9% | +5.8% |
| YTD | +68.2% | +57.4% | +10.8% | +46.0% |
| 1Y | +79.2% | +62.9% | +16.3% | +53.7% |
| 3Y | +94.9% | +229.5% | -134.6% | +27.3% |
| 5Y | +272.8% | +281.2% | -8.4% | +125.6% |
| All | +84.5% | +320.7% | -236.3% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling