+142.5%
ETSY vs PNR
+58.0%
+84.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -4.9% | -6.0% | +1.1% | -1.3% |
| 30D | -8.6% | -14.0% | +5.3% | -0.2% |
| 3M | +4.8% | -21.7% | +26.5% | +18.9% |
| 6M | +38.1% | -37.3% | +75.4% | +78.2% |
| YTD | +31.2% | -45.1% | +76.4% | +82.5% |
| 1Y | +22.1% | -49.1% | +71.2% | +78.4% |
| 3Y | +12.2% | -14.8% | +27.1% | +13.9% |
| 5Y | -66.5% | -21.0% | -45.5% | -65.0% |
| 10Y | +433.4% | +64.7% | +368.7% | +246.6% |
| All | +142.5% | +58.0% | +84.6% | +38.2% |
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 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