+2,337.5%
D vs PNR
+4,177.9%
-1,840.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.4% | +0.3% | -1.6% | -1.4% |
| 30D | +7.7% | +31.7% | -24.0% | +2.6% |
| 3M | -0.3% | +2.6% | -2.9% | -1.0% |
| 6M | +10.1% | -6.4% | +16.4% | +10.6% |
| YTD | +19.1% | -33.4% | +52.5% | +26.2% |
| 1Y | +15.9% | -35.1% | +51.0% | +23.3% |
| 3Y | +75.0% | +17.1% | +57.9% | +66.8% |
| 5Y | +13.4% | -3.5% | +16.9% | +10.2% |
| 10Y | +47.5% | +100.2% | -52.7% | +23.9% |
| All | +2,337.5% | +4,177.9% | -1,840.5% | +1,439.2% |
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