+415.3%
PR vs EXEL
+199.5%
+215.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +2.9% | +8.4% | -5.5% | +1.8% |
| 30D | +18.0% | +4.1% | +14.0% | +17.2% |
| 3M | +16.9% | +12.4% | +4.4% | +14.5% |
| 6M | +28.2% | +41.5% | -13.3% | +20.7% |
| YTD | +69.3% | +34.6% | +34.7% | +60.3% |
| 1Y | +69.5% | +57.9% | +11.6% | +54.8% |
| 3Y | +81.7% | +159.5% | -77.8% | +39.6% |
| All | +415.3% | +199.5% | +215.7% | +246.4% |
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 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