+67.3%
F vs PNR
+99.2%
-31.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -3.1% | +0.3% | -3.4% | -3.3% |
| 30D | 0.0% | +31.7% | -31.7% | -16.3% |
| 3M | -13.2% | +2.6% | -15.9% | -15.2% |
| 6M | -10.2% | -6.4% | -3.8% | -9.1% |
| YTD | -4.9% | -33.4% | +28.5% | +18.4% |
| 1Y | -6.1% | -35.1% | +29.0% | +18.9% |
| 3Y | +46.0% | +17.1% | +28.9% | +18.6% |
| 5Y | -15.7% | -3.5% | -12.2% | -23.5% |
| All | +67.3% | +99.2% | -31.9% | -18.7% |
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