+294.7%
C vs PNR
+63.0%
+231.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.9% |
| 7D | +2.6% | -3.9% | +6.5% | +5.0% |
| 30D | +1.9% | -13.8% | +15.7% | +11.1% |
| 3M | +2.8% | -22.5% | +25.3% | +17.4% |
| 6M | +30.6% | -37.2% | +67.7% | +68.9% |
| YTD | +19.9% | -44.2% | +64.1% | +65.6% |
| 1Y | +44.6% | -46.6% | +91.2% | +105.2% |
| 3Y | +272.1% | -12.5% | +284.6% | +272.1% |
| 5Y | +132.0% | -19.3% | +151.3% | +137.2% |
| 10Y | +294.7% | +67.5% | +227.2% | +118.2% |
| All | +294.7% | +63.0% | +231.7% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling