+2,486.5%
EXC vs PNR
+4,177.9%
-1,691.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 3M | +2.4% | +2.6% | -0.2% | +1.6% |
| 6M | +6.5% | -6.4% | +12.8% | +7.1% |
| YTD | +9.0% | -33.4% | +42.5% | +16.6% |
| 1Y | +4.6% | -35.1% | +39.6% | +12.2% |
| 3Y | +33.5% | +17.1% | +16.4% | +25.5% |
| 5Y | +41.4% | -3.5% | +44.9% | +36.1% |
| 10Y | +204.3% | +100.2% | +104.1% | +148.2% |
| All | +2,486.5% | +4,177.9% | -1,691.4% | +1,426.1% |
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 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