-37.1%
DOW vs PNR
-21.7%
-15.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -1.4% | -6.0% | +4.6% | +1.1% |
| 30D | -3.9% | -14.0% | +10.0% | +2.0% |
| 3M | -12.7% | -21.7% | +9.0% | -4.6% |
| 6M | -13.7% | -37.3% | +23.6% | +3.0% |
| YTD | +28.4% | -45.1% | +73.5% | +63.3% |
| 1Y | +21.8% | -49.1% | +70.9% | +61.6% |
| 3Y | -35.7% | -14.8% | -20.9% | -34.6% |
| All | -37.1% | -21.7% | -15.5% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling