-8.7%
COMP vs PNR
-3.8%
-4.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.4% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +16.6% | +31.7% | -15.2% | -14.8% |
| 3M | -23.5% | +2.6% | -26.2% | -26.5% |
| 6M | +25.7% | -6.4% | +32.1% | +27.8% |
| YTD | -3.4% | -33.4% | +30.0% | +44.2% |
| 1Y | +7.6% | -35.1% | +42.7% | +64.8% |
| 3Y | +423.6% | +17.1% | +406.5% | +227.6% |
| All | -8.7% | -3.8% | -4.9% | -42.0% |
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