-6.1%
F vs PNR
-35.8%
+29.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | 0.0% | +31.7% | -31.7% | -6.6% |
| 3M | -13.2% | +2.6% | -15.9% | -13.8% |
| 6M | -10.2% | -6.4% | -3.8% | -9.7% |
| YTD | -4.9% | -33.4% | +28.5% | +6.1% |
| 1Y | -6.1% | -35.1% | +29.0% | +6.7% |
| All | -6.1% | -35.8% | +29.7% | +6.7% |
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 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