+26.0%
C vs PNR
-31.2%
+57.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.1% |
| 7D | +1.1% | +11.9% | -10.8% | -0.8% |
| 30D | -2.4% | +37.1% | -39.6% | -7.6% |
| 3M | -8.4% | +5.7% | -14.1% | -9.0% |
| 6M | +0.3% | -5.7% | +6.0% | +1.8% |
| YTD | +9.1% | -29.8% | +38.9% | +17.1% |
| 1Y | +26.0% | -31.8% | +57.8% | +37.7% |
| All | +26.0% | -31.2% | +57.2% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling