-46.5%
COMP vs PNR
+21.0%
-67.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +2.7% |
| 7D | +14.5% | -0.5% | +15.1% | +15.2% |
| 30D | +14.9% | +34.4% | -19.5% | -16.2% |
| 3M | -14.2% | +2.4% | -16.6% | -17.2% |
| 6M | +23.7% | -7.8% | +31.5% | +28.5% |
| YTD | +2.1% | -31.6% | +33.7% | +44.8% |
| 1Y | +26.2% | -33.6% | +59.8% | +84.5% |
| 3Y | +470.9% | +19.9% | +451.0% | +278.2% |
| 5Y | -14.0% | +0.8% | -14.8% | -49.4% |
| All | -46.5% | +21.0% | -67.4% | -69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling