+158.8%
B vs PNR
-20.5%
+179.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | +1.0% | -3.9% | +4.9% | +1.9% |
| 30D | +9.5% | -13.8% | +23.3% | +13.0% |
| 3M | +14.3% | -22.5% | +36.9% | +20.5% |
| 6M | -1.9% | -37.2% | +35.3% | +8.0% |
| YTD | +4.1% | -44.2% | +48.3% | +16.9% |
| 1Y | +56.1% | -46.6% | +102.8% | +76.7% |
| 3Y | +202.0% | -12.5% | +214.5% | +202.8% |
| 5Y | +158.8% | -19.3% | +178.2% | +123.1% |
| All | +158.8% | -20.5% | +179.3% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling