+173.8%
ET vs PNR
+66.2%
+107.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | +0.2% | -6.0% | +6.3% | +2.6% |
| 30D | +2.9% | -14.0% | +16.8% | +8.7% |
| 3M | +16.8% | -21.7% | +38.5% | +26.6% |
| 6M | +18.9% | -37.3% | +56.1% | +39.4% |
| YTD | +37.7% | -45.1% | +82.8% | +69.4% |
| 1Y | +32.4% | -49.1% | +81.6% | +67.8% |
| 3Y | +99.5% | -14.8% | +114.3% | +97.2% |
| 5Y | +244.0% | -21.0% | +265.0% | +242.9% |
| All | +173.8% | +66.2% | +107.6% | +79.5% |
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