+119.7%
B vs PNR
+0.9%
+118.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -5.9% |
| 7D | +7.1% | -0.1% | +7.3% | +7.2% |
| 30D | -3.3% | +33.4% | -36.7% | -9.6% |
| 3M | -2.5% | +4.9% | -7.4% | -3.8% |
| 6M | -7.2% | -8.5% | +1.3% | -5.9% |
| YTD | -7.4% | -32.1% | +24.8% | -0.2% |
| 1Y | +16.4% | -35.0% | +51.4% | +26.5% |
| 3Y | +178.7% | +17.6% | +161.1% | +160.8% |
| All | +119.7% | +0.9% | +118.8% | +87.5% |
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