+117.0%
AA vs PNR
+66.2%
+50.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -3.4% | -6.0% | +2.6% | +1.4% |
| 30D | -5.8% | -14.0% | +8.2% | +5.7% |
| 3M | -29.9% | -21.7% | -8.2% | -17.3% |
| 6M | -27.0% | -37.3% | +10.3% | +2.0% |
| YTD | -8.7% | -45.1% | +36.4% | +39.7% |
| 1Y | +50.6% | -49.1% | +99.8% | +146.6% |
| 3Y | +74.1% | -14.8% | +88.9% | +80.6% |
| 5Y | +2.6% | -21.0% | +23.6% | +10.3% |
| All | +117.0% | +66.2% | +50.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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