+363.5%
SE vs PR
+44.8%
+318.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -0.5% | +6.0% | -6.5% | -1.0% |
| 30D | -20.9% | -4.2% | -16.7% | -20.8% |
| 3M | -38.9% | +10.0% | -48.9% | -39.5% |
| 6M | -19.4% | +15.6% | -35.0% | -20.8% |
| YTD | -40.9% | +68.2% | -109.1% | -44.0% |
| 1Y | -46.2% | +79.2% | -125.4% | -49.3% |
| 3Y | +63.7% | +94.9% | -31.2% | +52.1% |
| 5Y | -77.9% | +272.8% | -350.7% | -80.5% |
| All | +363.5% | +44.8% | +318.7% | +365.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling