+3,033.3%
EQT vs PNR
+3,435.9%
-402.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | -1.2% | -5.5% | +4.3% | +0.6% |
| 30D | +1.1% | -15.6% | +16.7% | +6.7% |
| 3M | +4.8% | -20.2% | +25.0% | +11.8% |
| 6M | -10.6% | -36.6% | +26.0% | +2.2% |
| YTD | +3.4% | -45.0% | +48.4% | +23.1% |
| 1Y | +8.7% | -47.4% | +56.1% | +31.1% |
| 3Y | +35.0% | -13.7% | +48.7% | +35.2% |
| 5Y | +204.2% | -20.8% | +225.0% | +208.6% |
| 10Y | +52.5% | +65.2% | -12.7% | +18.3% |
| All | +3,033.3% | +3,435.9% | -402.6% | +1,446.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling