+22.8%
COMP vs PNR
-34.0%
+56.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.3% |
| 7D | +14.5% | -0.5% | +15.1% | +14.9% |
| 30D | +14.9% | +34.4% | -19.5% | +0.1% |
| 3M | -14.2% | +2.4% | -16.6% | -14.6% |
| 6M | +23.7% | -7.8% | +31.5% | +27.7% |
| YTD | +2.1% | -31.6% | +33.7% | +15.0% |
| All | +22.8% | -34.0% | +56.7% | +43.2% |
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