-3.5%
F vs PNR
-35.4%
+31.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.1% | -3.7% | +1.6% | -1.2% |
| 30D | +3.3% | +33.1% | -29.8% | -3.8% |
| 3M | -11.3% | +3.7% | -15.0% | -12.2% |
| 6M | +5.3% | -7.7% | +13.0% | +6.5% |
| YTD | -2.2% | -32.4% | +30.2% | +8.9% |
| 1Y | -3.5% | -35.0% | +31.4% | +10.4% |
| All | -3.5% | -35.4% | +31.8% | +10.4% |
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