+39.7%
GOOG vs PNR
-47.6%
+87.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | 0.0% | -6.0% | +6.1% | +0.8% |
| 30D | -2.0% | -14.0% | +12.0% | -0.3% |
| 3M | -5.9% | -21.7% | +15.8% | -4.1% |
| 6M | +8.9% | -37.3% | +46.2% | +15.5% |
| YTD | +7.1% | -45.1% | +52.2% | +16.0% |
| 1Y | +39.7% | -49.1% | +88.8% | +54.8% |
| All | +39.7% | -47.6% | +87.3% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling