+27.0%
ALL vs PNR
-43.1%
+70.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | -1.5% | -12.8% | +11.3% | +0.1% |
| 3M | +23.6% | -17.0% | +40.6% | +26.3% |
| 6M | +22.3% | -37.4% | +59.8% | +26.5% |
| YTD | +26.5% | -41.6% | +68.1% | +31.1% |
| 1Y | +27.0% | -44.6% | +71.6% | +34.4% |
| All | +27.0% | -43.1% | +70.1% | +34.4% |
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