+38.4%
AR vs PNR
+66.2%
-27.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | -2.5% | -6.0% | +3.5% | +0.9% |
| 30D | +2.5% | -14.0% | +16.5% | +11.3% |
| 3M | +12.3% | -21.7% | +34.0% | +26.3% |
| 6M | -3.1% | -37.3% | +34.1% | +22.0% |
| YTD | +11.5% | -45.1% | +56.6% | +50.9% |
| 1Y | +17.0% | -49.1% | +66.2% | +65.7% |
| 3Y | +47.3% | -14.8% | +62.1% | +41.9% |
| 5Y | +141.2% | -21.0% | +162.3% | +140.2% |
| All | +38.4% | +66.2% | -27.7% | -25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling