-21.4%
ABT vs PNR
-47.6%
+26.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -5.9% | -6.0% | +0.1% | -5.1% |
| 30D | -8.1% | -14.0% | +5.9% | -6.2% |
| 3M | +14.5% | -21.7% | +36.2% | +17.3% |
| 6M | -6.3% | -37.3% | +31.0% | -2.1% |
| YTD | -17.1% | -45.1% | +28.0% | -12.7% |
| 1Y | -21.4% | -49.1% | +27.8% | -16.8% |
| All | -21.4% | -47.6% | +26.2% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling