+132.0%
C vs PNR
-20.5%
+152.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.6% |
| 7D | +2.6% | -3.9% | +6.5% | +4.3% |
| 30D | +1.9% | -13.8% | +15.7% | +8.6% |
| 3M | +2.8% | -22.5% | +25.3% | +13.5% |
| 6M | +30.6% | -37.2% | +67.7% | +58.7% |
| YTD | +19.9% | -44.2% | +64.1% | +53.4% |
| 1Y | +44.6% | -46.6% | +91.2% | +89.0% |
| 3Y | +272.1% | -12.5% | +284.6% | +279.1% |
| 5Y | +132.0% | -19.3% | +151.3% | +114.6% |
| All | +132.0% | -20.5% | +152.5% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling