-24.9%
AR vs PNR
+67.7%
-92.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.7% |
| 7D | -1.8% | -3.0% | +1.2% | -0.1% |
| 30D | +12.6% | -14.9% | +27.5% | +22.9% |
| 3M | +10.0% | -19.0% | +29.1% | +21.2% |
| 6M | +0.6% | -35.9% | +36.6% | +25.4% |
| YTD | +13.4% | -43.1% | +56.6% | +50.3% |
| 1Y | +21.7% | -46.4% | +68.1% | +66.8% |
| 3Y | +45.8% | -10.8% | +56.7% | +38.1% |
| 5Y | +144.3% | -18.9% | +163.1% | +140.1% |
| 10Y | +41.8% | +64.4% | -22.6% | -19.8% |
| All | -24.9% | +67.7% | -92.6% | -58.8% |
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 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