+49.5%
EQT vs PNR
+66.6%
-17.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | -1.2% | -5.5% | +4.3% | +1.1% |
| 30D | +1.1% | -15.6% | +16.7% | +8.3% |
| 3M | +4.8% | -20.2% | +25.0% | +13.7% |
| 6M | -10.6% | -36.6% | +26.0% | +6.3% |
| YTD | +3.4% | -45.0% | +48.4% | +29.9% |
| 1Y | +8.7% | -47.4% | +56.1% | +39.0% |
| 3Y | +35.0% | -13.7% | +48.7% | +30.9% |
| 5Y | +204.2% | -20.8% | +225.0% | +200.8% |
| All | +49.5% | +66.6% | -17.0% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling