+146.4%
ED vs PNR
+99.2%
+47.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +10.4% | +31.7% | -21.3% | +5.6% |
| 3M | +12.5% | +2.6% | +9.9% | +11.8% |
| 6M | +14.9% | -6.4% | +21.3% | +15.5% |
| YTD | +24.8% | -33.4% | +58.3% | +31.8% |
| 1Y | +23.8% | -35.1% | +58.9% | +31.2% |
| 3Y | +51.6% | +17.1% | +34.6% | +40.8% |
| 5Y | +86.4% | -3.5% | +90.0% | +77.0% |
| All | +146.4% | +99.2% | +47.2% | +86.7% |
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