+29.2%
DOW vs PNR
-43.1%
+72.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -2.4% | -2.4% | 0.0% | -2.2% |
| 30D | +0.4% | -12.8% | +13.1% | +1.3% |
| 3M | -14.4% | -17.0% | +2.6% | -13.2% |
| 6M | -7.0% | -37.4% | +30.4% | +2.2% |
| YTD | +30.2% | -41.6% | +71.8% | +45.1% |
| 1Y | +29.2% | -44.6% | +73.8% | +53.7% |
| All | +29.2% | -43.1% | +72.3% | +53.7% |
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