+8,533.7%
FIX vs PNR
+1,008.1%
+7,525.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.3% |
| 7D | -13.9% | -0.1% | -13.8% | -14.0% |
| 30D | -35.5% | +33.4% | -68.9% | -44.3% |
| 3M | -33.9% | +4.9% | -38.8% | -36.3% |
| 6M | -43.3% | -8.5% | -34.8% | -42.5% |
| YTD | +18.7% | -32.1% | +50.8% | +37.8% |
| 1Y | +13.8% | -35.0% | +48.7% | +34.8% |
| 3Y | +495.0% | +17.6% | +477.4% | +439.3% |
| 5Y | +1,049.0% | +0.9% | +1,048.2% | +1,003.8% |
| 10Y | +3,644.4% | +101.4% | +3,543.0% | +2,529.2% |
| All | +8,533.7% | +1,008.1% | +7,525.6% | +3,211.8% |
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