+201.4%
B vs PNR
+66.2%
+135.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -2.4% | -6.0% | +3.6% | -1.5% |
| 30D | +6.3% | -14.0% | +20.3% | +8.7% |
| 3M | +12.1% | -21.7% | +33.8% | +16.0% |
| 6M | -3.1% | -37.3% | +34.2% | +3.4% |
| YTD | +2.0% | -45.1% | +47.1% | +10.5% |
| 1Y | +51.7% | -49.1% | +100.8% | +66.0% |
| 3Y | +190.5% | -14.8% | +205.3% | +194.9% |
| 5Y | +158.0% | -21.0% | +179.0% | +155.7% |
| All | +201.4% | +66.2% | +135.3% | +179.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling