+11,573.1%
COST vs PNR
+3,485.2%
+8,087.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.4% |
| 7D | -2.8% | -3.9% | +1.1% | -1.9% |
| 30D | -5.3% | -13.8% | +8.5% | -1.9% |
| 3M | -6.7% | -22.5% | +15.9% | -1.3% |
| 6M | -9.9% | -37.2% | +27.2% | -0.2% |
| YTD | +5.1% | -44.2% | +49.3% | +19.5% |
| 1Y | -7.3% | -46.6% | +39.4% | +6.4% |
| 3Y | +70.4% | -12.5% | +82.9% | +70.2% |
| 5Y | +104.4% | -19.3% | +123.8% | +105.8% |
| 10Y | +609.0% | +67.5% | +541.5% | +475.5% |
| All | +11,573.1% | +3,485.2% | +8,087.9% | +4,240.7% |
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