+15.1%
EW vs PNR
-13.0%
+28.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | -5.1% | -3.9% | -1.2% | -4.3% |
| 30D | -6.4% | -13.8% | +7.4% | -3.3% |
| 3M | -1.6% | -22.5% | +21.0% | +3.7% |
| 6M | +2.3% | -37.2% | +39.4% | +12.2% |
| YTD | +1.1% | -44.2% | +45.3% | +13.5% |
| 1Y | +8.0% | -46.6% | +54.6% | +22.2% |
| All | +15.1% | -13.0% | +28.1% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling