+50.1%
EFA vs PR
+273.3%
-223.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | +2.2% | +6.0% | -3.7% | +1.6% |
| 30D | +1.4% | -4.2% | +5.6% | +1.7% |
| 3M | -4.2% | +10.0% | -14.1% | -5.5% |
| 6M | +1.9% | +15.6% | -13.7% | -0.3% |
| YTD | +10.2% | +68.2% | -58.0% | +2.1% |
| 1Y | +12.8% | +79.2% | -66.4% | +3.5% |
| 3Y | +65.2% | +94.9% | -29.7% | +47.2% |
| All | +50.1% | +273.3% | -223.2% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling