+77.0%
PR vs EXEL
+62.5%
+14.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +1.9% |
| 7D | +6.7% | +1.6% | +5.1% | +6.9% |
| 30D | -6.1% | +17.4% | -23.5% | -4.1% |
| 3M | +6.9% | +38.6% | -31.8% | +11.7% |
| 6M | +14.6% | +41.2% | -26.6% | +19.5% |
| YTD | +66.1% | +59.3% | +6.8% | +75.1% |
| 1Y | +77.0% | +60.2% | +16.8% | +87.1% |
| All | +77.0% | +62.5% | +14.5% | +87.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling