+86.4%
F vs PNR
+66.2%
+20.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -4.4% | -6.0% | +1.6% | -0.7% |
| 30D | +1.0% | -14.0% | +15.0% | +10.9% |
| 3M | -4.0% | -21.7% | +17.7% | +9.5% |
| 6M | +18.1% | -37.3% | +55.4% | +54.0% |
| YTD | +10.2% | -45.1% | +55.3% | +55.6% |
| 1Y | +24.3% | -49.1% | +73.5% | +84.3% |
| 3Y | +38.1% | -14.8% | +52.9% | +38.9% |
| 5Y | +50.2% | -21.0% | +71.2% | +55.3% |
| All | +86.4% | +66.2% | +20.3% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling