+144.8%
EFA vs PR
+66.7%
+78.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.1% |
| 7D | +1.2% | -12.4% | +13.6% | +2.0% |
| 30D | +1.5% | -6.6% | +8.1% | +1.8% |
| 3M | -3.3% | +7.5% | -10.8% | -3.9% |
| 6M | +2.6% | +10.8% | -8.2% | +1.7% |
| YTD | +11.0% | +57.0% | -46.0% | +7.6% |
| 1Y | +15.1% | +67.9% | -52.8% | +11.0% |
| 3Y | +67.6% | +87.6% | -19.9% | +59.6% |
| 5Y | +50.5% | +220.4% | -169.9% | +37.1% |
| 10Y | +144.8% | +64.8% | +80.0% | +131.1% |
| All | +144.8% | +66.7% | +78.1% | +131.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling