+52.7%
TE vs PR
+85.2%
-32.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.5% |
| 7D | -10.5% | -12.4% | +1.8% | -5.2% |
| 30D | -32.4% | -6.6% | -25.9% | -30.8% |
| 3M | -60.9% | +7.5% | -68.4% | -63.0% |
| 6M | -62.8% | +10.8% | -73.6% | -66.2% |
| YTD | -65.7% | +57.0% | -122.7% | -76.3% |
| 1Y | -39.9% | +67.9% | -107.8% | -60.7% |
| All | +52.7% | +85.2% | -32.5% | -17.4% |
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