+13.9%
EFA vs PR
+66.2%
-52.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +2.9% |
| 7D | +1.2% | -12.4% | +13.6% | 0.0% |
| 30D | +1.5% | -6.6% | +8.1% | +1.0% |
| 3M | -3.3% | +7.5% | -10.8% | -2.3% |
| 6M | +2.6% | +10.8% | -8.2% | +4.1% |
| YTD | +11.0% | +57.0% | -46.0% | +9.9% |
| All | +13.9% | +66.2% | -52.3% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling