+579.1%
AU vs PNR
-14.5%
+593.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.3% | -6.0% | +1.8% | -2.6% |
| 30D | +7.3% | -14.0% | +21.3% | +11.8% |
| 3M | +26.3% | -21.7% | +48.0% | +34.4% |
| 6M | +1.8% | -37.3% | +39.0% | +15.2% |
| YTD | +26.8% | -45.1% | +71.9% | +46.5% |
| 1Y | +66.7% | -49.1% | +115.8% | +96.1% |
| 3Y | +579.1% | -14.8% | +593.9% | +531.2% |
| All | +579.1% | -14.5% | +593.5% | +531.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling