+82.2%
PR vs EFV
+162.4%
-80.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.2% |
| 7D | +6.7% | +0.7% | +6.0% | +5.5% |
| 30D | -6.1% | +2.0% | -8.2% | -9.1% |
| 3M | +6.9% | -1.6% | +8.5% | +8.0% |
| 6M | +14.6% | +5.8% | +8.8% | +4.6% |
| YTD | +66.1% | +15.6% | +50.5% | +31.7% |
| 1Y | +77.0% | +19.0% | +58.1% | +34.7% |
| 3Y | +93.8% | +90.7% | +3.2% | -24.7% |
| 5Y | +268.2% | +92.8% | +175.5% | +44.1% |
| All | +82.2% | +162.4% | -80.1% | +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