-2.6%
AGG vs PNR
-21.7%
+19.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.1% | -6.0% | +5.0% | -0.8% |
| 30D | -1.1% | -14.0% | +12.8% | -0.5% |
| 3M | -1.9% | -21.7% | +19.8% | -0.9% |
| 6M | -1.7% | -37.3% | +35.6% | +0.3% |
| YTD | -1.3% | -45.1% | +43.8% | +1.3% |
| 1Y | -0.7% | -49.1% | +48.4% | +2.2% |
| 3Y | +12.5% | -14.8% | +27.3% | +12.0% |
| All | -2.6% | -21.7% | +19.1% | -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 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