-2.3%
F vs PNR
-34.5%
+32.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +2.1% | +33.4% | -31.2% | -5.0% |
| 3M | -10.3% | +4.9% | -15.1% | -11.4% |
| 6M | +3.3% | -8.5% | +11.8% | +4.9% |
| YTD | -2.0% | -32.1% | +30.2% | +9.0% |
| 1Y | -2.3% | -35.0% | +32.7% | +12.1% |
| All | -2.3% | -34.5% | +32.2% | +12.1% |
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 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