+1,709.5%
BE vs PNR
+15.8%
+1,693.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.2% | -5.1% |
| 7D | +10.8% | +0.3% | +10.6% | +10.8% |
| 30D | -19.8% | +31.7% | -51.5% | -32.7% |
| 3M | -18.7% | +2.6% | -21.4% | -20.3% |
| 6M | -33.7% | -6.4% | -27.4% | -32.2% |
| YTD | +121.0% | -33.4% | +154.4% | +187.4% |
| 1Y | +85.4% | -35.1% | +120.5% | +145.4% |
| 3Y | +1,709.5% | +17.1% | +1,692.4% | +872.3% |
| All | +1,709.5% | +15.8% | +1,693.7% | +872.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling