+4,368.6%
ETR vs PNR
+3,553.7%
+814.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.6% |
| 7D | +1.4% | -3.0% | +4.4% | +1.9% |
| 30D | +1.9% | -14.9% | +16.8% | +4.6% |
| 3M | +1.0% | -19.0% | +20.0% | +4.3% |
| 6M | +4.8% | -35.9% | +40.8% | +12.5% |
| YTD | +19.5% | -43.1% | +62.7% | +30.6% |
| 1Y | +28.1% | -46.4% | +74.5% | +41.3% |
| 3Y | +151.1% | -10.8% | +162.0% | +151.3% |
| 5Y | +125.2% | -18.9% | +144.0% | +126.0% |
| 10Y | +291.1% | +64.4% | +226.7% | +242.1% |
| All | +4,368.6% | +3,553.7% | +814.9% | +2,816.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling