-9.0%
AUR vs PNR
-31.2%
+22.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | -5.3% |
| 7D | -19.8% | +11.9% | -31.7% | -22.4% |
| 30D | -29.0% | +37.1% | -66.2% | -35.7% |
| 3M | -43.6% | +5.7% | -49.3% | -44.7% |
| 6M | -36.6% | -5.7% | -31.0% | -35.9% |
| YTD | +6.3% | -29.8% | +36.1% | +16.8% |
| 1Y | -9.0% | -31.8% | +22.8% | +4.4% |
| All | -9.0% | -31.2% | +22.1% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling