+40.5%
ALL vs PNR
-31.2%
+71.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +2.6% |
| 7D | +7.5% | +11.9% | -4.4% | +6.4% |
| 30D | +19.7% | +37.1% | -17.4% | +16.1% |
| 3M | +2.9% | +5.7% | -2.8% | +2.5% |
| 6M | +23.5% | -5.7% | +29.2% | +23.7% |
| YTD | +31.1% | -29.8% | +60.9% | +30.7% |
| 1Y | +40.5% | -31.8% | +72.3% | +40.8% |
| All | +40.5% | -31.2% | +71.6% | +40.8% |
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