+39.7%
EFX vs PNR
+66.2%
-26.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | -4.5% | -6.0% | +1.5% | -1.5% |
| 30D | -6.1% | -14.0% | +7.9% | +1.4% |
| 3M | +6.2% | -21.7% | +27.9% | +18.8% |
| 6M | -11.2% | -37.3% | +26.1% | +10.7% |
| YTD | -21.4% | -45.1% | +23.7% | +5.1% |
| 1Y | -34.3% | -49.1% | +14.8% | -8.8% |
| 3Y | -12.5% | -14.8% | +2.3% | -7.7% |
| 5Y | -35.6% | -21.0% | -14.6% | -32.3% |
| All | +39.7% | +66.2% | -26.5% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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