+130.0%
FITB vs PNR
-14.2%
+144.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.1% |
| 7D | -1.0% | -5.5% | +4.5% | +1.7% |
| 30D | -5.5% | -15.6% | +10.1% | +2.2% |
| 3M | +4.1% | -20.2% | +24.3% | +14.0% |
| 6M | +18.7% | -36.6% | +55.3% | +46.6% |
| YTD | +18.2% | -45.0% | +63.1% | +57.0% |
| 1Y | +23.7% | -47.4% | +71.1% | +69.0% |
| All | +130.0% | -14.2% | +144.2% | +109.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling