+116.1%
ALL vs PNR
-20.5%
+136.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -2.2% | -3.9% | +1.7% | -1.3% |
| 30D | -5.6% | -13.8% | +8.2% | -2.2% |
| 3M | +17.2% | -22.5% | +39.8% | +24.1% |
| 6M | +23.2% | -37.2% | +60.4% | +36.8% |
| YTD | +23.6% | -44.2% | +67.8% | +41.0% |
| 1Y | +29.2% | -46.6% | +75.8% | +49.1% |
| 3Y | +153.8% | -12.5% | +166.3% | +149.0% |
| 5Y | +116.1% | -19.3% | +135.4% | +100.8% |
| All | +116.1% | -20.5% | +136.6% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling