+3,834.6%
ALL vs PNR
+2,040.9%
+1,793.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +5.0% | +0.3% | +4.8% | +4.9% |
| 30D | +13.3% | +31.7% | -18.4% | +2.9% |
| 3M | +3.2% | +2.6% | +0.5% | +1.7% |
| 6M | +25.3% | -6.4% | +31.7% | +26.4% |
| YTD | +30.5% | -33.4% | +63.9% | +45.8% |
| 1Y | +29.2% | -35.1% | +64.3% | +45.5% |
| 3Y | +119.1% | +17.1% | +102.0% | +97.4% |
| 5Y | +162.6% | -3.5% | +166.2% | +147.4% |
| 10Y | +378.8% | +100.2% | +278.6% | +241.0% |
| All | +3,834.6% | +2,040.9% | +1,793.8% | +1,452.9% |
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