+51.9%
DOW vs PNR
-31.2%
+83.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -3.2% |
| 7D | -4.2% | +11.9% | -16.1% | -4.2% |
| 30D | +14.7% | +37.1% | -22.4% | +14.4% |
| 3M | +9.1% | +5.7% | +3.4% | +8.6% |
| 6M | -17.7% | -5.7% | -12.0% | -17.5% |
| YTD | +44.6% | -29.8% | +74.4% | +52.0% |
| 1Y | +51.9% | -31.8% | +83.7% | +63.6% |
| All | +51.9% | -31.2% | +83.1% | +63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling