+1,683.3%
BE vs PNR
-13.0%
+1,696.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -1.7% |
| 7D | +23.9% | -3.9% | +27.8% | +26.9% |
| 30D | +27.8% | -13.8% | +41.6% | +39.8% |
| 3M | +3.7% | -22.5% | +26.3% | +19.7% |
| 6M | +78.0% | -37.2% | +115.1% | +140.6% |
| YTD | +209.9% | -44.2% | +254.1% | +352.0% |
| 1Y | +389.6% | -46.6% | +436.2% | +645.0% |
| All | +1,683.3% | -13.0% | +1,696.4% | +1,446.2% |
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