+534.0%
HAL vs PNR
+4,177.9%
-3,643.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +6.1% | +0.3% | +5.8% | +5.9% |
| 30D | +2.9% | +31.7% | -28.8% | -10.3% |
| 3M | +3.3% | +2.6% | +0.7% | +0.8% |
| 6M | -16.9% | -6.4% | -10.5% | -16.9% |
| YTD | +21.2% | -33.4% | +54.6% | +40.0% |
| 1Y | +27.5% | -35.1% | +62.6% | +48.9% |
| 3Y | -6.4% | +17.1% | -23.5% | -18.9% |
| 5Y | +58.0% | -3.5% | +61.6% | +45.4% |
| 10Y | -14.6% | +100.2% | -114.8% | -42.3% |
| All | +534.0% | +4,177.9% | -3,643.9% | +147.7% |
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