+154.7%
EFA vs PR
+169.5%
-14.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +0.6% | +2.9% | -2.3% | +0.4% |
| 30D | +0.9% | +18.0% | -17.2% | -0.1% |
| 3M | +4.9% | +16.9% | -12.0% | +3.8% |
| 6M | +8.6% | +28.2% | -19.6% | +6.7% |
| YTD | +14.6% | +69.3% | -54.7% | +10.7% |
| 1Y | +22.6% | +69.5% | -46.9% | +18.3% |
| 3Y | +66.5% | +81.7% | -15.2% | +58.9% |
| 5Y | +54.5% | +422.2% | -367.7% | +37.8% |
| 10Y | +144.8% | +110.4% | +34.4% | +129.1% |
| All | +154.7% | +169.5% | -14.8% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling