-49.3%
COMP vs PNR
+17.4%
-66.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.4% | +13.1% | +13.1% |
| 7D | +13.4% | +2.8% | +10.6% | +10.3% |
| 30D | +11.1% | +31.2% | -20.1% | -17.0% |
| 3M | -18.8% | -2.1% | -16.8% | -18.1% |
| 6M | +10.5% | -14.0% | +24.5% | +23.4% |
| YTD | -3.4% | -33.6% | +30.2% | +41.1% |
| 1Y | +19.7% | -35.2% | +54.9% | +78.8% |
| 3Y | +381.6% | +15.8% | +365.8% | +230.8% |
| 5Y | -17.6% | -1.8% | -15.7% | -50.1% |
| All | -49.3% | +17.4% | -66.7% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling