+7.4%
ABT vs PNR
-14.2%
+21.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -5.0% | -5.5% | +0.5% | -4.3% |
| 30D | -5.8% | -15.6% | +9.8% | -3.9% |
| 3M | +16.7% | -20.2% | +36.9% | +19.4% |
| 6M | -5.2% | -36.6% | +31.4% | -0.7% |
| YTD | -16.0% | -45.0% | +29.0% | -10.8% |
| 1Y | -18.3% | -47.4% | +29.2% | -12.8% |
| All | +7.4% | -14.2% | +21.6% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling