-84.3%
TE vs PR
+273.3%
-357.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.3% | -3.5% |
| 7D | -19.1% | +6.0% | -25.0% | -20.8% |
| 30D | -34.1% | -4.2% | -29.9% | -33.4% |
| 3M | -60.1% | +10.0% | -70.1% | -61.9% |
| 6M | -66.0% | +15.6% | -81.6% | -68.7% |
| YTD | -71.4% | +68.2% | -139.6% | -77.9% |
| 1Y | -45.3% | +79.2% | -124.5% | -59.0% |
| 3Y | +9.1% | +94.9% | -85.8% | -20.8% |
| All | -84.3% | +273.3% | -357.6% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling