+12.8%
PR vs XE
-62.6%
+75.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +2.1% |
| 7D | +6.7% | +25.1% | -18.4% | +7.5% |
| 30D | -6.1% | -11.5% | +5.3% | -7.0% |
| 3M | +6.9% | -44.7% | +51.5% | +3.0% |
| 6M | +14.6% | -64.5% | +79.1% | +8.8% |
| All | +12.8% | -62.6% | +75.4% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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