+507.9%
F vs PNR
+4,261.2%
-3,753.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +2.1% | +33.4% | -31.2% | -10.4% |
| 3M | -10.3% | +4.9% | -15.1% | -12.6% |
| 6M | +3.3% | -8.5% | +11.8% | +5.3% |
| YTD | -2.0% | -32.1% | +30.2% | +13.1% |
| 1Y | -2.3% | -35.0% | +32.7% | +14.9% |
| 3Y | +49.9% | +17.6% | +32.3% | +34.0% |
| 5Y | -12.5% | +0.9% | -13.3% | -16.7% |
| 10Y | +74.3% | +101.4% | -27.1% | +22.8% |
| All | +507.9% | +4,261.2% | -3,753.4% | +114.7% |
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 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