+78.7%
PR vs EXEL
+354.7%
-275.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | -0.5% | -2.8% | +2.3% | +0.2% |
| 30D | -4.6% | +18.2% | -22.8% | -8.8% |
| 3M | +4.7% | +37.7% | -33.0% | -4.0% |
| 6M | +12.4% | +42.2% | -29.8% | +1.4% |
| YTD | +62.9% | +61.3% | +1.6% | +40.5% |
| 1Y | +70.6% | +64.5% | +6.1% | +46.0% |
| 3Y | +90.0% | +236.7% | -146.7% | +23.4% |
| 5Y | +255.5% | +296.3% | -40.8% | +112.8% |
| 10Y | +78.7% | +331.1% | -252.4% | +14.2% |
| All | +78.7% | +354.7% | -275.9% | +14.2% |
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