+355.0%
SE vs PR
+40.2%
+314.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.4% | -3.9% |
| 7D | -7.7% | -0.5% | -7.2% | -7.7% |
| 30D | -22.8% | -4.6% | -18.2% | -22.6% |
| 3M | -43.7% | +4.7% | -48.4% | -44.1% |
| 6M | -12.8% | +12.4% | -25.3% | -14.1% |
| YTD | -42.0% | +62.9% | -104.9% | -44.9% |
| 1Y | -48.0% | +70.6% | -118.6% | -50.8% |
| 3Y | +62.7% | +90.0% | -27.3% | +51.5% |
| 5Y | -77.8% | +255.5% | -333.3% | -80.3% |
| All | +355.0% | +40.2% | +314.9% | +358.6% |
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