-49.1%
COMP vs PNR
+19.5%
-68.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | +2.2% | -3.7% | +5.9% | +6.2% |
| 30D | +16.3% | +33.1% | -16.8% | -14.3% |
| 3M | -19.1% | +3.7% | -22.8% | -22.9% |
| 6M | +17.1% | -7.7% | +24.8% | +21.4% |
| YTD | -2.9% | -32.4% | +29.5% | +39.5% |
| 1Y | +8.8% | -35.0% | +43.8% | +62.7% |
| 3Y | +423.5% | +17.1% | +406.4% | +256.5% |
| 5Y | -10.5% | +0.1% | -10.6% | -46.7% |
| All | -49.1% | +19.5% | -68.6% | -70.4% |
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