+12,471.5%
FIX vs PNR
+853.5%
+11,618.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | -2.4% | +8.4% | +7.2% |
| 30D | -7.2% | -12.8% | +5.5% | -1.3% |
| 3M | -15.9% | -17.0% | +1.1% | -9.5% |
| 6M | +12.7% | -37.4% | +50.2% | +38.7% |
| YTD | +72.8% | -41.6% | +114.4% | +117.8% |
| 1Y | +122.9% | -44.6% | +167.5% | +188.3% |
| 3Y | +774.3% | -12.1% | +786.5% | +816.7% |
| 5Y | +2,049.5% | -17.4% | +2,066.9% | +2,191.0% |
| 10Y | +5,821.5% | +64.0% | +5,757.5% | +4,509.9% |
| All | +12,471.5% | +853.5% | +11,618.0% | +5,136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling