+31.0%
F vs PNR
-43.1%
+74.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +5.3% | -2.4% | +7.7% | +6.0% |
| 30D | +4.6% | -12.8% | +17.4% | +8.1% |
| 3M | -3.7% | -17.0% | +13.3% | -0.2% |
| 6M | +16.8% | -37.4% | +54.2% | +34.0% |
| YTD | +15.3% | -41.6% | +56.9% | +34.6% |
| 1Y | +31.0% | -44.6% | +75.6% | +57.0% |
| All | +31.0% | -43.1% | +74.1% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling