+58.5%
D vs PNR
-13.0%
+71.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.4% |
| 7D | -0.4% | -3.9% | +3.4% | +0.2% |
| 30D | -2.1% | -13.8% | +11.7% | +0.3% |
| 3M | -0.7% | -22.5% | +21.8% | +3.2% |
| 6M | +5.6% | -37.2% | +42.7% | +13.7% |
| YTD | +14.6% | -44.2% | +58.8% | +26.0% |
| 1Y | +15.3% | -46.6% | +62.0% | +28.0% |
| All | +58.5% | -13.0% | +71.6% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling