+45.5%
C vs PNR
-47.3%
+92.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +0.3% | -5.5% | +5.7% | +1.4% |
| 30D | +2.0% | -15.6% | +17.6% | +5.5% |
| 3M | +4.4% | -20.2% | +24.6% | +8.2% |
| 6M | +28.3% | -36.6% | +65.0% | +41.2% |
| YTD | +20.5% | -45.0% | +65.5% | +36.3% |
| 1Y | +45.5% | -47.4% | +93.0% | +68.6% |
| All | +45.5% | -47.3% | +92.9% | +68.6% |
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