+128.1%
FIX vs PNR
-47.2%
+175.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | +3.5% | -3.9% | +7.4% | +4.6% |
| 30D | -3.5% | -13.8% | +10.3% | +0.4% |
| 3M | -11.8% | -22.5% | +10.8% | -4.8% |
| 6M | +17.8% | -37.2% | +54.9% | +38.4% |
| YTD | +73.3% | -44.2% | +117.5% | +108.7% |
| 1Y | +128.1% | -46.6% | +174.7% | +184.2% |
| All | +128.1% | -47.2% | +175.3% | +184.2% |
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