+45.8%
EFA vs PR
+225.0%
-179.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | -1.4% | -16.4% | +15.0% | +0.5% |
| 30D | -1.2% | -1.9% | +0.7% | -1.1% |
| 3M | -5.1% | +8.0% | -13.0% | -6.2% |
| 6M | -1.2% | +4.1% | -5.3% | -2.2% |
| YTD | +7.8% | +58.7% | -50.9% | +0.5% |
| 1Y | +12.2% | +75.8% | -63.7% | +3.1% |
| 3Y | +61.5% | +73.2% | -11.6% | +45.9% |
| All | +45.8% | +225.0% | -179.3% | +17.1% |
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 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