+615.0%
F vs PNR
+3,652.8%
-3,037.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | +5.3% | -2.4% | +7.7% | +6.4% |
| 30D | +4.6% | -12.8% | +17.4% | +10.9% |
| 3M | -3.7% | -17.0% | +13.3% | +3.2% |
| 6M | +16.8% | -37.4% | +54.2% | +41.0% |
| YTD | +15.3% | -41.6% | +56.9% | +42.8% |
| 1Y | +31.0% | -44.6% | +75.6% | +66.1% |
| 3Y | +45.4% | -12.1% | +57.6% | +48.1% |
| 5Y | +54.7% | -17.4% | +72.1% | +61.1% |
| 10Y | +98.2% | +64.0% | +34.2% | +52.8% |
| All | +615.0% | +3,652.8% | -3,037.8% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling