-0.6%
AU vs PNR
-38.2%
+37.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.7% |
| 7D | -7.0% | -5.5% | -1.5% | -4.6% |
| 30D | +7.3% | -15.6% | +22.8% | +15.6% |
| 3M | +33.2% | -20.2% | +53.4% | +43.7% |
| 6M | -0.6% | -36.6% | +36.0% | +29.5% |
| All | -0.6% | -38.2% | +37.6% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling