+746.1%
AU vs PNR
+644.7%
+101.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.0% |
| 7D | -7.0% | -5.5% | -1.5% | -5.9% |
| 30D | +7.3% | -15.6% | +22.8% | +11.0% |
| 3M | +33.2% | -20.2% | +53.4% | +38.9% |
| 6M | -0.6% | -36.6% | +36.0% | +8.8% |
| YTD | +26.2% | -45.0% | +71.1% | +41.5% |
| 1Y | +68.3% | -47.4% | +115.7% | +90.5% |
| 3Y | +592.1% | -13.7% | +605.8% | +600.8% |
| 5Y | +685.3% | -20.8% | +706.1% | +693.5% |
| 10Y | +682.5% | +65.2% | +617.4% | +547.8% |
| All | +746.1% | +644.7% | +101.5% | +417.8% |
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