+155.8%
EXC vs PNR
+66.2%
+89.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -1.1% | -6.0% | +4.9% | +0.6% |
| 30D | -3.6% | -14.0% | +10.3% | +0.3% |
| 3M | -4.3% | -21.7% | +17.4% | +1.8% |
| 6M | -9.9% | -37.3% | +27.3% | +1.4% |
| YTD | +1.8% | -45.1% | +46.9% | +18.6% |
| 1Y | +2.9% | -49.1% | +52.0% | +22.4% |
| 3Y | +19.1% | -14.8% | +33.9% | +16.6% |
| 5Y | +44.8% | -21.0% | +65.8% | +42.6% |
| All | +155.8% | +66.2% | +89.7% | +81.0% |
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