+269.3%
C vs PNR
-11.7%
+281.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.4% |
| 7D | +3.2% | -3.0% | +6.2% | +4.5% |
| 30D | +1.3% | -14.9% | +16.2% | +8.2% |
| 3M | +3.1% | -19.0% | +22.2% | +11.1% |
| 6M | +29.6% | -35.9% | +65.5% | +55.9% |
| YTD | +19.0% | -43.1% | +62.1% | +50.8% |
| 1Y | +45.6% | -46.4% | +92.0% | +90.6% |
| 3Y | +269.3% | -10.8% | +280.1% | +272.9% |
| All | +269.3% | -11.7% | +281.0% | +272.9% |
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