-53.2%
TE vs PR
+482.0%
-535.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | -4.0% | +2.9% | -6.9% | -4.3% |
| 30D | -15.9% | +18.0% | -33.9% | -17.4% |
| 3M | -60.5% | +16.9% | -77.4% | -61.3% |
| 6M | -35.2% | +28.2% | -63.4% | -37.4% |
| YTD | -31.1% | +69.3% | -100.5% | -35.5% |
| 1Y | +148.6% | +69.5% | +79.1% | +132.0% |
| 3Y | -26.4% | +81.7% | -108.1% | -31.5% |
| 5Y | -48.0% | +422.2% | -470.3% | -54.2% |
| All | -53.2% | +482.0% | -535.2% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling