+1,163.5%
C vs PNR
+3,652.8%
-2,489.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +3.6% | -2.4% | +6.0% | +4.9% |
| 30D | +0.1% | -12.8% | +12.8% | +7.0% |
| 3M | +2.4% | -17.0% | +19.4% | +10.8% |
| 6M | +24.9% | -37.4% | +62.4% | +55.7% |
| YTD | +19.8% | -41.6% | +61.4% | +53.6% |
| 1Y | +44.9% | -44.6% | +89.5% | +90.6% |
| 3Y | +263.0% | -12.1% | +275.1% | +270.2% |
| 5Y | +129.5% | -17.4% | +146.9% | +134.9% |
| 10Y | +291.6% | +64.0% | +227.6% | +179.2% |
| All | +1,163.5% | +3,652.8% | -2,489.3% | +270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling