-78.3%
TE vs PR
+459.8%
-538.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.6% |
| 7D | -22.0% | -0.5% | -21.5% | -21.9% |
| 30D | -33.6% | -4.6% | -29.0% | -33.4% |
| 3M | -61.1% | +4.7% | -65.8% | -61.3% |
| 6M | -64.7% | +12.4% | -77.2% | -65.4% |
| YTD | -68.1% | +62.9% | -131.0% | -70.1% |
| 1Y | -51.7% | +70.6% | -122.3% | -54.9% |
| 3Y | +42.0% | +90.0% | -48.0% | +31.7% |
| 5Y | -80.8% | +255.5% | -336.3% | -82.9% |
| All | -78.3% | +459.8% | -538.1% | -81.0% |
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