-31.8%
TE vs PR
+64.2%
-96.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.7% |
| 7D | -12.6% | -16.4% | +3.8% | -5.4% |
| 30D | -36.7% | -1.9% | -34.8% | -36.7% |
| 3M | -57.5% | +8.0% | -65.4% | -59.8% |
| 6M | -55.2% | +4.1% | -59.3% | -57.7% |
| YTD | -64.7% | +58.7% | -123.4% | -75.6% |
| 1Y | -35.9% | +75.8% | -111.7% | -59.3% |
| 3Y | -31.8% | +73.2% | -104.9% | -62.4% |
| All | -31.8% | +64.2% | -96.0% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling