+2.7%
AA vs PNR
-21.1%
+23.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -3.9% |
| 7D | -5.4% | -5.5% | +0.1% | -2.0% |
| 30D | -10.7% | -15.6% | +4.9% | -0.9% |
| 3M | -26.2% | -20.2% | -6.0% | -16.7% |
| 6M | -20.9% | -36.6% | +15.7% | +3.5% |
| YTD | -8.6% | -45.0% | +36.3% | +29.9% |
| 1Y | +57.4% | -47.4% | +104.8% | +132.2% |
| 3Y | +77.8% | -13.7% | +91.5% | +82.5% |
| 5Y | +2.7% | -20.8% | +23.5% | -2.5% |
| All | +2.7% | -21.1% | +23.8% | -2.5% |
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