+8,968.5%
FIX vs PNR
+1,003.3%
+7,965.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.5% | +5.2% |
| 7D | +6.4% | -3.7% | +10.2% | +8.5% |
| 30D | -29.1% | +33.1% | -62.2% | -38.7% |
| 3M | -31.1% | +3.7% | -34.8% | -33.2% |
| 6M | -42.8% | -7.7% | -35.1% | -42.2% |
| YTD | +24.6% | -32.4% | +57.1% | +45.0% |
| 1Y | +21.9% | -35.0% | +56.9% | +44.5% |
| 3Y | +524.9% | +17.1% | +507.8% | +467.6% |
| 5Y | +1,092.2% | +0.1% | +1,092.1% | +1,048.9% |
| 10Y | +3,759.0% | +103.2% | +3,655.9% | +2,601.0% |
| All | +8,968.5% | +1,003.3% | +7,965.2% | +3,385.3% |
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