+246.8%
ET vs PNR
-21.1%
+267.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +1.4% | -5.5% | +6.8% | +2.6% |
| 30D | +4.6% | -15.6% | +20.1% | +8.4% |
| 3M | +16.0% | -20.2% | +36.2% | +21.2% |
| 6M | +22.8% | -36.6% | +59.4% | +34.9% |
| YTD | +38.9% | -45.0% | +83.8% | +57.7% |
| 1Y | +34.1% | -47.4% | +81.5% | +54.0% |
| 3Y | +98.8% | -13.7% | +112.5% | +97.8% |
| 5Y | +246.8% | -20.8% | +267.6% | +210.9% |
| All | +246.8% | -21.1% | +267.9% | +210.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling