+105.0%
ED vs PNR
+66.6%
+38.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -1.9% | -5.5% | +3.6% | -1.0% |
| 30D | +0.1% | -15.6% | +15.7% | +2.7% |
| 3M | 0.0% | -20.2% | +20.2% | +3.2% |
| 6M | -2.5% | -36.6% | +34.1% | +3.9% |
| YTD | +10.1% | -45.0% | +55.1% | +19.8% |
| 1Y | +13.6% | -47.4% | +61.0% | +24.4% |
| 3Y | +32.4% | -13.7% | +46.2% | +29.9% |
| 5Y | +69.9% | -20.8% | +90.7% | +66.5% |
| All | +105.0% | +66.6% | +38.4% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling