-29.9%
COMP vs PNR
-17.2%
-12.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.2% |
| 7D | +1.4% | -2.4% | +3.7% | +4.0% |
| 30D | -13.3% | -12.8% | -0.6% | +0.5% |
| 3M | +41.1% | -17.0% | +58.1% | +65.6% |
| 6M | +17.2% | -37.4% | +54.6% | +92.4% |
| YTD | +5.2% | -41.6% | +46.8% | +82.1% |
| 1Y | +18.9% | -44.6% | +63.6% | +118.2% |
| 3Y | +215.9% | -12.1% | +228.0% | +195.8% |
| All | -29.9% | -17.2% | -12.7% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling