+96.4%
AGG vs PNR
+545.2%
-448.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | -0.9% | -5.5% | +4.6% | -0.9% |
| 30D | -1.0% | -15.6% | +14.6% | -1.0% |
| 3M | -1.3% | -20.2% | +18.9% | -1.3% |
| 6M | -2.1% | -36.6% | +34.5% | -2.1% |
| YTD | -1.2% | -45.0% | +43.8% | -1.3% |
| 1Y | -0.5% | -47.4% | +47.0% | -0.6% |
| 3Y | +12.4% | -13.7% | +26.1% | +12.5% |
| 5Y | -2.4% | -20.8% | +18.4% | -2.6% |
| 10Y | +14.3% | +65.2% | -50.8% | +15.5% |
| All | +96.4% | +545.2% | -448.8% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling