+217.5%
PNR vs EFV
+253.2%
-35.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.1% |
| 7D | -3.9% | -0.5% | -3.4% | -3.4% |
| 30D | -13.8% | 0.0% | -13.8% | -13.8% |
| 3M | -22.5% | +8.4% | -31.0% | -27.9% |
| 6M | -37.2% | +12.3% | -49.5% | -43.4% |
| YTD | -44.2% | +17.4% | -61.6% | -51.7% |
| 1Y | -46.6% | +27.1% | -73.8% | -56.9% |
| 3Y | -12.5% | +90.7% | -103.2% | -50.5% |
| 5Y | -19.3% | +95.6% | -115.0% | -55.3% |
| 10Y | +67.5% | +165.3% | -97.8% | -27.4% |
| All | +217.5% | +253.2% | -35.7% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling