+3,716.0%
ALL vs PNR
+1,778.1%
+1,937.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.5% |
| 7D | 0.0% | -2.4% | +2.4% | +0.8% |
| 30D | -1.5% | -12.8% | +11.3% | +3.0% |
| 3M | +23.6% | -17.0% | +40.6% | +30.6% |
| 6M | +22.3% | -37.4% | +59.8% | +41.1% |
| YTD | +26.5% | -41.6% | +68.1% | +48.5% |
| 1Y | +27.0% | -44.6% | +71.6% | +51.6% |
| 3Y | +149.6% | -12.1% | +161.7% | +148.5% |
| 5Y | +118.1% | -17.4% | +135.5% | +117.2% |
| 10Y | +369.0% | +64.0% | +305.0% | +257.8% |
| All | +3,716.0% | +1,778.1% | +1,937.9% | +1,481.4% |
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 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