+2,363.0%
D vs PNR
+4,261.2%
-1,898.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +10.9% | +33.4% | -22.4% | +5.4% |
| 3M | +2.8% | +4.9% | -2.0% | +1.8% |
| 6M | +12.7% | -8.5% | +21.2% | +13.7% |
| YTD | +20.3% | -32.1% | +52.5% | +27.1% |
| 1Y | +17.1% | -35.0% | +52.1% | +24.6% |
| 3Y | +75.1% | +17.6% | +57.6% | +66.8% |
| 5Y | +13.1% | +0.9% | +12.3% | +9.2% |
| 10Y | +48.3% | +101.4% | -53.1% | +24.4% |
| All | +2,363.0% | +4,261.2% | -1,898.2% | +1,450.2% |
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