+400.4%
ALAB vs PNR
-24.2%
+424.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.4% | +9.6% |
| 7D | +7.2% | -2.4% | +9.6% | +8.8% |
| 30D | -2.5% | -12.8% | +10.2% | +5.6% |
| 3M | -13.3% | -17.0% | +3.7% | -4.8% |
| 6M | +172.8% | -37.4% | +210.3% | +268.2% |
| YTD | +86.6% | -41.6% | +128.2% | +159.8% |
| 1Y | +65.2% | -44.6% | +109.8% | +140.8% |
| All | +400.4% | -24.2% | +424.6% | +478.1% |
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 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