+28.3%
ALL vs PNR
-47.3%
+75.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -4.3% | -5.5% | +1.2% | -3.6% |
| 30D | -3.6% | -15.6% | +12.0% | -1.6% |
| 3M | +13.2% | -20.2% | +33.4% | +16.5% |
| 6M | +22.5% | -36.6% | +59.1% | +27.1% |
| YTD | +22.7% | -45.0% | +67.7% | +28.4% |
| 1Y | +28.3% | -47.4% | +75.8% | +37.4% |
| All | +28.3% | -47.3% | +75.6% | +37.4% |
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