+591.5%
EWT vs PNR
+648.4%
-56.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.9% |
| 7D | +2.1% | -3.9% | +6.0% | +3.6% |
| 30D | +9.4% | -13.8% | +23.2% | +15.4% |
| 3M | +10.9% | -22.5% | +33.4% | +20.5% |
| 6M | +57.9% | -37.2% | +95.1% | +85.0% |
| YTD | +75.9% | -44.2% | +120.1% | +114.6% |
| 1Y | +89.7% | -46.6% | +136.3% | +135.0% |
| 3Y | +200.9% | -12.5% | +213.4% | +204.6% |
| 5Y | +154.5% | -19.3% | +173.8% | +159.1% |
| 10Y | +520.8% | +67.5% | +453.3% | +351.4% |
| All | +591.5% | +648.4% | -56.9% | +184.0% |
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