+14.4%
FIX vs PNR
-31.2%
+45.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.3% | -18.4% | -15.5% |
| 7D | -18.9% | +11.9% | -30.8% | -20.7% |
| 30D | -36.3% | +37.1% | -73.4% | -40.4% |
| 3M | -38.5% | +5.7% | -44.2% | -38.6% |
| 6M | -42.3% | -5.7% | -36.6% | -39.9% |
| YTD | +17.1% | -29.8% | +46.9% | +32.3% |
| 1Y | +14.4% | -31.8% | +46.2% | +31.3% |
| All | +14.4% | -31.2% | +45.6% | +31.3% |
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