+223.9%
PR vs EXEL
+262.4%
-38.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.6% | +0.7% | -4.2% |
| 7D | -16.5% | +3.8% | -20.3% | -16.9% |
| 30D | -4.5% | +17.8% | -22.3% | -6.4% |
| 3M | +8.5% | +21.2% | -12.6% | +5.9% |
| 6M | -3.3% | +54.7% | -58.0% | -9.2% |
| YTD | +55.7% | +56.8% | -1.1% | +45.4% |
| 1Y | +82.0% | +70.2% | +11.8% | +67.4% |
| 3Y | +62.5% | +227.2% | -164.7% | +22.2% |
| 5Y | +223.9% | +254.9% | -31.0% | +132.0% |
| All | +223.9% | +262.4% | -38.5% | +132.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling