+145.9%
AR vs PNR
-21.1%
+167.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | -1.3% | -5.5% | +4.2% | +0.5% |
| 30D | +3.5% | -15.6% | +19.1% | +9.4% |
| 3M | +9.9% | -20.2% | +30.1% | +17.2% |
| 6M | +4.5% | -36.6% | +41.1% | +20.4% |
| YTD | +13.7% | -45.0% | +58.7% | +38.0% |
| 1Y | +19.2% | -47.4% | +66.7% | +47.5% |
| 3Y | +46.2% | -13.7% | +59.9% | +40.9% |
| 5Y | +145.9% | -20.8% | +166.7% | +160.7% |
| All | +145.9% | -21.1% | +167.0% | +160.7% |
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