+46.5%
F vs PNR
-17.7%
+64.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -2.8% |
| 7D | +1.2% | -3.0% | +4.2% | +2.9% |
| 30D | +1.2% | -14.9% | +16.1% | +10.5% |
| 3M | -5.7% | -19.0% | +13.4% | +4.1% |
| 6M | +17.9% | -35.9% | +53.9% | +48.5% |
| YTD | +10.4% | -43.1% | +53.6% | +48.5% |
| 1Y | +25.3% | -46.4% | +71.7% | +74.7% |
| 3Y | +37.5% | -10.8% | +48.3% | +30.9% |
| 5Y | +46.5% | -18.9% | +65.4% | +39.4% |
| All | +46.5% | -17.7% | +64.3% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling