+803.7%
B vs PNR
+3,652.8%
-2,849.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | -2.4% | +0.8% | -1.3% |
| 30D | +9.4% | -12.8% | +22.2% | +11.4% |
| 3M | +5.0% | -17.0% | +22.0% | +7.4% |
| 6M | -3.5% | -37.4% | +33.9% | +2.3% |
| YTD | +4.5% | -41.6% | +46.1% | +11.6% |
| 1Y | +67.8% | -44.6% | +112.4% | +80.4% |
| 3Y | +196.7% | -12.1% | +208.8% | +198.6% |
| 5Y | +151.9% | -17.4% | +169.3% | +152.5% |
| 10Y | +202.2% | +64.0% | +138.2% | +171.0% |
| All | +803.7% | +3,652.8% | -2,849.1% | +594.9% |
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