+3.7%
F vs PNR
-31.2%
+34.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +2.1% |
| 7D | +6.0% | +11.9% | -5.9% | +3.1% |
| 30D | +4.3% | +37.1% | -32.9% | -3.7% |
| 3M | -10.1% | +5.7% | -15.8% | -11.5% |
| 6M | +12.8% | -5.7% | +18.5% | +13.7% |
| YTD | -0.1% | -29.8% | +29.7% | +10.4% |
| 1Y | +3.7% | -31.8% | +35.5% | +17.2% |
| All | +3.7% | -31.2% | +34.8% | +17.2% |
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 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