+169.5%
PR vs EXEL
+1,247.3%
-1,077.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +2.9% | +8.4% | -5.5% | +1.0% |
| 30D | +18.0% | +4.1% | +14.0% | +16.6% |
| 3M | +16.9% | +12.4% | +4.4% | +13.0% |
| 6M | +28.2% | +41.5% | -13.3% | +16.6% |
| YTD | +69.3% | +34.6% | +34.7% | +55.3% |
| 1Y | +69.5% | +57.9% | +11.6% | +48.0% |
| 3Y | +81.7% | +159.5% | -77.8% | +32.9% |
| 5Y | +422.2% | +198.5% | +223.8% | +260.0% |
| 10Y | +110.4% | +411.4% | -301.0% | +45.9% |
| All | +169.5% | +1,247.3% | -1,077.8% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling