+7,692.7%
EW vs PNR
+787.8%
+6,904.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +23.9% | +31.7% | -7.8% | +15.1% |
| 3M | +15.8% | +2.6% | +13.1% | +14.6% |
| 6M | +31.7% | -6.4% | +38.0% | +32.8% |
| YTD | +25.7% | -33.4% | +59.1% | +37.6% |
| 1Y | +24.4% | -35.1% | +59.5% | +37.1% |
| 3Y | +65.9% | +17.1% | +48.8% | +54.2% |
| 5Y | -7.6% | -3.5% | -4.1% | -11.0% |
| 10Y | +253.2% | +100.2% | +153.0% | +178.1% |
| All | +7,692.7% | +787.8% | +6,904.9% | +4,848.3% |
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