+197.5%
EWT vs PNR
-14.5%
+212.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -1.1% | -6.0% | +4.9% | +0.8% |
| 30D | +4.5% | -14.0% | +18.4% | +9.5% |
| 3M | +8.3% | -21.7% | +30.0% | +15.9% |
| 6M | +54.2% | -37.3% | +91.5% | +78.9% |
| YTD | +74.6% | -45.1% | +119.7% | +111.9% |
| 1Y | +84.9% | -49.1% | +134.0% | +131.1% |
| 3Y | +197.5% | -14.8% | +212.4% | +203.5% |
| All | +197.5% | -14.5% | +212.0% | +203.5% |
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