-17.4%
AA vs PNR
-3.8%
-13.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -0.6% | +31.7% | -32.3% | -16.7% |
| 3M | -19.7% | +2.6% | -22.3% | -21.5% |
| 6M | -41.6% | -6.4% | -35.2% | -40.6% |
| YTD | -24.6% | -33.4% | +8.8% | -5.3% |
| 1Y | +4.9% | -35.1% | +39.9% | +34.4% |
| 3Y | +66.8% | +17.1% | +49.7% | +40.1% |
| All | -17.4% | -3.8% | -13.6% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling