+216.5%
C vs PNR
+17.6%
+198.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -0.4% | -3.7% | +3.3% | +1.1% |
| 30D | -5.3% | +33.1% | -38.5% | -15.9% |
| 3M | -8.0% | +3.7% | -11.7% | -9.4% |
| 6M | -0.3% | -7.7% | +7.5% | +2.2% |
| YTD | +8.6% | -32.4% | +41.1% | +28.7% |
| 1Y | +25.8% | -35.0% | +60.8% | +52.3% |
| All | +216.5% | +17.6% | +198.9% | +177.3% |
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