-35.7%
AUR vs PNR
-11.6%
-24.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.8% |
| 7D | +1.4% | -6.0% | +7.4% | +7.5% |
| 30D | -6.4% | -14.0% | +7.6% | +7.9% |
| 3M | +7.7% | -21.7% | +29.4% | +31.8% |
| 6M | +44.5% | -37.3% | +81.8% | +118.1% |
| YTD | +67.4% | -45.1% | +112.6% | +187.2% |
| 1Y | +15.4% | -49.1% | +64.6% | +115.6% |
| 3Y | +94.8% | -14.8% | +109.7% | +109.0% |
| 5Y | -35.1% | -21.0% | -14.1% | -32.7% |
| All | -35.7% | -11.6% | -24.1% | -32.9% |
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