+13.1%
ET vs PNR
-19.1%
+32.2%
-3.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.1% |
| 7D | +0.4% | -3.0% | +3.4% | +0.5% |
| 30D | +6.9% | -14.9% | +21.8% | +7.2% |
| 3M | +13.1% | -19.0% | +32.1% | +14.1% |
| All | +13.1% | -19.1% | +32.2% | +14.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling