+448.7%
FIX vs PNR
+14.7%
+434.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.8% | +6.7% |
| 7D | -17.5% | +2.8% | -20.3% | -19.2% |
| 30D | -41.6% | +31.2% | -72.7% | -50.7% |
| 3M | -40.6% | -2.1% | -38.5% | -40.2% |
| 6M | -49.4% | -14.0% | -35.4% | -45.2% |
| YTD | +9.2% | -33.6% | +42.8% | +41.0% |
| 1Y | +6.5% | -35.2% | +41.6% | +40.2% |
| 3Y | +448.7% | +15.8% | +432.9% | +334.0% |
| All | +448.7% | +14.7% | +434.0% | +334.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling