-14.8%
PNR vs EFV
+90.2%
-105.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -1.2% |
| 7D | -6.0% | -0.8% | -5.2% | -5.3% |
| 30D | -14.0% | +0.6% | -14.6% | -14.4% |
| 3M | -21.7% | +7.5% | -29.2% | -26.7% |
| 6M | -37.3% | +13.0% | -50.3% | -43.9% |
| YTD | -45.1% | +18.3% | -63.4% | -53.2% |
| 1Y | -49.1% | +26.7% | -75.9% | -59.3% |
| 3Y | -14.8% | +89.6% | -104.4% | -54.9% |
| All | -14.8% | +90.2% | -105.1% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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