+64.8%
PR vs EFV
+165.2%
-100.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -4.5% |
| 7D | -12.4% | +1.7% | -14.1% | -14.7% |
| 30D | -6.6% | +3.4% | -10.0% | -11.0% |
| 3M | +7.5% | -1.7% | +9.2% | +8.7% |
| 6M | +10.8% | +6.4% | +4.4% | +0.4% |
| YTD | +57.0% | +16.3% | +40.7% | +23.6% |
| 1Y | +67.9% | +22.9% | +45.0% | +22.2% |
| 3Y | +87.6% | +92.8% | -5.2% | -28.2% |
| 5Y | +220.4% | +93.5% | +126.9% | +24.9% |
| 10Y | +64.8% | +162.1% | -97.3% | -7.0% |
| All | +64.8% | +165.2% | -100.3% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling