+196.7%
EXC vs PNR
+99.2%
+97.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +8.6% | +31.7% | -23.1% | +0.2% |
| 3M | +2.4% | +2.6% | -0.2% | +1.2% |
| 6M | +6.5% | -6.4% | +12.8% | +7.4% |
| YTD | +9.0% | -33.4% | +42.5% | +20.3% |
| 1Y | +4.6% | -35.1% | +39.6% | +16.1% |
| 3Y | +33.5% | +17.1% | +16.4% | +18.1% |
| 5Y | +41.4% | -3.5% | +44.9% | +31.3% |
| All | +196.7% | +99.2% | +97.4% | +91.0% |
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