+423.6%
COMP vs PNR
+15.8%
+407.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +16.6% | +31.7% | -15.2% | -5.8% |
| 3M | -23.5% | +2.6% | -26.2% | -25.0% |
| 6M | +25.7% | -6.4% | +32.1% | +28.7% |
| YTD | -3.4% | -33.4% | +30.0% | +30.9% |
| 1Y | +7.6% | -35.1% | +42.7% | +48.8% |
| 3Y | +423.6% | +17.1% | +406.5% | +146.1% |
| All | +423.6% | +15.8% | +407.7% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling