+383.4%
EFA vs PNR
+602.0%
-218.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.3% |
| 7D | -2.4% | -5.5% | +3.1% | -0.1% |
| 30D | -2.2% | -15.6% | +13.3% | +4.5% |
| 3M | +5.7% | -20.2% | +25.9% | +14.4% |
| 6M | +8.2% | -36.6% | +44.8% | +28.1% |
| YTD | +11.8% | -45.0% | +56.8% | +39.6% |
| 1Y | +18.3% | -47.4% | +65.7% | +50.3% |
| 3Y | +64.9% | -13.7% | +78.6% | +65.9% |
| 5Y | +52.4% | -20.8% | +73.2% | +54.8% |
| 10Y | +142.4% | +65.2% | +77.2% | +68.2% |
| All | +383.4% | +602.0% | -218.6% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling