+142.4%
EFA vs PR
+101.2%
+41.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.6% |
| 7D | +1.2% | -0.6% | +1.8% | +1.2% |
| 30D | -0.7% | +17.4% | -18.1% | -1.7% |
| 3M | +6.4% | +21.8% | -15.4% | +5.1% |
| 6M | +11.4% | +27.6% | -16.2% | +9.5% |
| YTD | +14.0% | +71.4% | -57.4% | +10.0% |
| 1Y | +20.2% | +78.3% | -58.1% | +15.6% |
| 3Y | +68.2% | +85.5% | -17.3% | +60.3% |
| 5Y | +54.8% | +422.7% | -367.8% | +37.9% |
| 10Y | +142.4% | +87.1% | +55.3% | +126.8% |
| All | +142.4% | +101.2% | +41.2% | +126.8% |
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