-80.5%
TE vs PR
+478.1%
-558.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.3% | -3.2% |
| 7D | -19.1% | +6.0% | -25.0% | -19.6% |
| 30D | -34.1% | -4.2% | -29.9% | -33.9% |
| 3M | -60.1% | +10.0% | -70.1% | -60.6% |
| 6M | -66.0% | +15.6% | -81.6% | -66.7% |
| YTD | -71.4% | +68.2% | -139.6% | -73.3% |
| 1Y | -45.3% | +79.2% | -124.5% | -49.2% |
| 3Y | +9.1% | +94.9% | -85.8% | +0.9% |
| 5Y | -82.6% | +272.8% | -355.4% | -84.6% |
| All | -80.5% | +478.1% | -558.6% | -83.1% |
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