+144.5%
ETR vs PNR
-14.2%
+158.8%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.1% |
| 7D | -1.9% | -5.5% | +3.6% | -1.0% |
| 30D | -0.2% | -15.6% | +15.4% | +2.7% |
| 3M | -3.7% | -20.2% | +16.5% | -0.3% |
| 6M | +2.1% | -36.6% | +38.7% | +10.1% |
| YTD | +16.5% | -45.0% | +61.4% | +28.9% |
| 1Y | +22.5% | -47.4% | +70.0% | +36.9% |
| All | +144.5% | -14.2% | +158.8% | +144.6% |
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