-25.5%
AR vs PNR
+96.4%
-121.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +7.4% | +0.3% | +7.1% | +7.1% |
| 30D | +5.8% | +31.7% | -26.0% | -10.5% |
| 3M | +5.2% | +2.6% | +2.6% | +2.2% |
| 6M | +5.4% | -6.4% | +11.8% | +5.5% |
| YTD | +12.4% | -33.4% | +45.9% | +34.6% |
| 1Y | +12.8% | -35.1% | +47.9% | +36.9% |
| 3Y | +47.2% | +17.1% | +30.1% | +17.3% |
| 5Y | +101.1% | -3.5% | +104.7% | +76.9% |
| 10Y | +57.6% | +100.2% | -42.6% | -21.0% |
| All | -25.5% | +96.4% | -121.9% | -63.1% |
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