+20.1%
COMP vs PNR
-31.2%
+51.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.3% | +4.4% | +6.2% |
| 7D | +9.5% | +11.9% | -2.4% | +4.3% |
| 30D | +8.1% | +37.1% | -29.1% | -6.9% |
| 3M | -16.3% | +5.7% | -22.0% | -18.0% |
| 6M | +42.2% | -5.7% | +47.9% | +46.3% |
| YTD | -5.0% | -29.8% | +24.8% | +6.8% |
| 1Y | +20.1% | -31.8% | +51.9% | +40.0% |
| All | +20.1% | -31.2% | +51.3% | +40.0% |
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