-54.0%
TE vs PR
+67.7%
-121.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.9% | -10.5% | -9.4% |
| 7D | -26.9% | -9.5% | -17.4% | -29.4% |
| 30D | -38.9% | -5.7% | -33.2% | -39.8% |
| 3M | -61.0% | +3.0% | -64.0% | -60.0% |
| 6M | -66.4% | +11.8% | -78.2% | -64.0% |
| YTD | -69.0% | +58.5% | -127.5% | -68.2% |
| 1Y | -54.0% | +69.9% | -123.9% | -53.9% |
| All | -54.0% | +67.7% | -121.7% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling