+101.2%
ET vs PNR
-14.2%
+115.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +1.4% | -5.5% | +6.8% | +2.4% |
| 30D | +4.6% | -15.6% | +20.1% | +7.8% |
| 3M | +16.0% | -20.2% | +36.2% | +20.4% |
| 6M | +22.8% | -36.6% | +59.4% | +33.6% |
| YTD | +38.9% | -45.0% | +83.8% | +56.2% |
| 1Y | +34.1% | -47.4% | +81.5% | +52.7% |
| All | +101.2% | -14.2% | +115.4% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling