-4.9%
EQT vs PNR
-31.2%
+26.3%
-28.1%
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 | -6.6% | +11.9% | -18.5% | -6.9% |
| 30D | +2.7% | +37.1% | -34.4% | +1.8% |
| 3M | -0.2% | +5.7% | -5.9% | -1.0% |
| 6M | -10.6% | -5.7% | -4.9% | -11.5% |
| YTD | -1.2% | -29.8% | +28.7% | -3.1% |
| 1Y | -4.9% | -31.8% | +26.9% | -4.8% |
| All | -4.9% | -31.2% | +26.3% | -4.8% |
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