+99.6%
PR vs EFV
+164.4%
-64.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.4% |
| 7D | +2.9% | +1.5% | +1.4% | +1.0% |
| 30D | +18.0% | +1.7% | +16.3% | +15.3% |
| 3M | +16.9% | +8.6% | +8.2% | +4.5% |
| 6M | +28.2% | +11.7% | +16.5% | +8.4% |
| YTD | +69.3% | +19.3% | +50.1% | +30.7% |
| 1Y | +69.5% | +30.2% | +39.3% | +15.7% |
| 3Y | +81.7% | +91.6% | -9.9% | -28.2% |
| 5Y | +422.2% | +96.4% | +325.9% | +105.6% |
| All | +99.6% | +164.4% | -64.8% | +5.5% |
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