+67.8%
B vs PNR
-43.1%
+110.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -1.6% | -2.4% | +0.8% | -0.9% |
| 30D | +9.4% | -12.8% | +22.2% | +13.6% |
| 3M | +5.0% | -17.0% | +22.0% | +10.2% |
| 6M | -3.5% | -37.4% | +33.9% | +8.4% |
| YTD | +4.5% | -41.6% | +46.1% | +17.1% |
| 1Y | +67.8% | -44.6% | +112.4% | +91.6% |
| All | +67.8% | -43.1% | +110.9% | +91.6% |
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