+2,340.5%
EXC vs PNR
+3,652.8%
-1,312.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +0.3% | -2.4% | +2.7% | +0.7% |
| 30D | -3.7% | -12.8% | +9.0% | -1.2% |
| 3M | -1.3% | -17.0% | +15.7% | +1.9% |
| 6M | -9.7% | -37.4% | +27.7% | -1.8% |
| YTD | +2.9% | -41.6% | +44.5% | +13.1% |
| 1Y | +4.4% | -44.6% | +49.0% | +15.8% |
| 3Y | +22.2% | -12.1% | +34.3% | +21.8% |
| 5Y | +46.7% | -17.4% | +64.1% | +45.8% |
| 10Y | +155.3% | +64.0% | +91.3% | +116.3% |
| All | +2,340.5% | +3,652.8% | -1,312.3% | +1,380.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling