+2,876.4%
FITB vs PNR
+3,553.7%
-677.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | +0.7% |
| 7D | +2.8% | -3.0% | +5.9% | +4.4% |
| 30D | -4.5% | -14.9% | +10.4% | +3.2% |
| 3M | +5.7% | -19.0% | +24.7% | +15.5% |
| 6M | +17.1% | -35.9% | +53.0% | +43.2% |
| YTD | +18.3% | -43.1% | +61.5% | +52.6% |
| 1Y | +23.9% | -46.4% | +70.3% | +64.5% |
| 3Y | +131.1% | -10.8% | +141.9% | +135.9% |
| 5Y | +71.1% | -18.9% | +89.9% | +80.4% |
| 10Y | +283.9% | +64.4% | +219.5% | +191.7% |
| All | +2,876.4% | +3,553.7% | -677.3% | +1,121.6% |
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