+122.9%
FIX vs PNR
-43.1%
+166.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | -2.4% | +8.4% | +6.7% |
| 30D | -7.2% | -12.8% | +5.5% | -3.7% |
| 3M | -15.9% | -17.0% | +1.1% | -11.3% |
| 6M | +12.7% | -37.4% | +50.2% | +32.5% |
| YTD | +72.8% | -41.6% | +114.4% | +105.4% |
| 1Y | +122.9% | -44.6% | +167.5% | +176.1% |
| All | +122.9% | -43.1% | +166.0% | +176.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling