+3,553.2%
FIX vs PNR
+99.2%
+3,454.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +9.4% | +0.3% | +9.2% | +9.4% |
| 30D | -27.8% | +31.7% | -59.5% | -40.6% |
| 3M | -35.6% | +2.6% | -38.2% | -37.7% |
| 6M | -45.2% | -6.4% | -38.8% | -45.0% |
| YTD | +19.5% | -33.4% | +52.9% | +49.5% |
| 1Y | +24.2% | -35.1% | +59.3% | +57.9% |
| 3Y | +494.2% | +17.1% | +477.1% | +405.4% |
| 5Y | +1,036.1% | -3.5% | +1,039.7% | +977.7% |
| All | +3,553.2% | +99.2% | +3,454.0% | +1,894.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling