+2,271.9%
D vs PNR
+3,652.8%
-1,380.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.5% | -2.4% | +3.8% | +1.9% |
| 30D | -2.6% | -12.8% | +10.2% | -0.4% |
| 3M | 0.0% | -17.0% | +17.0% | +2.8% |
| 6M | +7.4% | -37.4% | +44.8% | +15.5% |
| YTD | +15.9% | -41.6% | +57.5% | +25.9% |
| 1Y | +18.1% | -44.6% | +62.7% | +29.3% |
| 3Y | +58.4% | -12.1% | +70.5% | +58.7% |
| 5Y | +5.2% | -17.4% | +22.6% | +5.1% |
| 10Y | +35.9% | +64.0% | -28.1% | +18.0% |
| All | +2,271.9% | +3,652.8% | -1,380.9% | +1,434.5% |
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 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