+24.5%
ALAB vs PNR
-31.2%
+55.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | -5.1% |
| 7D | -24.9% | +11.9% | -36.8% | -27.1% |
| 30D | -38.4% | +37.1% | -75.5% | -43.6% |
| 3M | -38.3% | +5.7% | -44.0% | -39.3% |
| 6M | +10.9% | -5.7% | +16.6% | +13.3% |
| YTD | +34.2% | -29.8% | +64.0% | +47.7% |
| 1Y | +24.5% | -31.8% | +56.3% | +43.1% |
| All | +24.5% | -31.2% | +55.7% | +43.1% |
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