-49.4%
FIX vs PNR
-13.1%
-36.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.4% | +7.8% | +5.4% |
| 7D | -17.5% | +2.8% | -20.3% | -17.5% |
| 30D | -41.6% | +31.2% | -72.7% | -41.9% |
| 3M | -40.6% | -2.1% | -38.5% | -40.2% |
| 6M | -49.4% | -14.0% | -35.4% | -47.9% |
| All | -49.4% | -13.1% | -36.3% | -47.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling