+31.7%
EXC vs PNR
+15.6%
+16.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.2% |
| 7D | -1.9% | -2.3% | +0.4% | -1.7% |
| 30D | +7.8% | +29.3% | -21.5% | +5.4% |
| 3M | +1.9% | +4.1% | -2.2% | +1.3% |
| 6M | +3.4% | -8.6% | +12.0% | +3.6% |
| YTD | +7.6% | -33.6% | +41.2% | +9.6% |
| 1Y | +2.1% | -36.4% | +38.5% | +4.3% |
| All | +31.7% | +15.6% | +16.1% | +18.1% |
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