+107.7%
COST vs PNR
-21.7%
+129.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | -1.2% | -6.0% | +4.8% | +0.4% |
| 30D | -4.7% | -14.0% | +9.3% | -0.9% |
| 3M | -7.1% | -21.7% | +14.6% | -1.6% |
| 6M | -8.5% | -37.3% | +28.7% | +2.8% |
| YTD | +5.4% | -45.1% | +50.5% | +22.8% |
| 1Y | -5.6% | -49.1% | +43.5% | +12.6% |
| 3Y | +68.5% | -14.8% | +83.3% | +62.1% |
| All | +107.7% | -21.7% | +129.4% | +108.5% |
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