+46.5%
EXC vs PNR
-19.0%
+65.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +1.1% |
| 7D | +1.2% | -3.0% | +4.3% | +1.7% |
| 30D | -2.7% | -14.9% | +12.2% | -0.3% |
| 3M | -1.0% | -19.0% | +18.1% | +2.0% |
| 6M | -9.3% | -35.9% | +26.7% | -3.5% |
| YTD | +3.6% | -43.1% | +46.8% | +12.1% |
| 1Y | +5.9% | -46.4% | +52.3% | +15.6% |
| 3Y | +21.3% | -10.8% | +32.1% | +17.3% |
| All | +46.5% | -19.0% | +65.5% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling