+498.2%
HCA vs PNR
+66.2%
+432.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | +5.4% | -6.0% | +11.4% | +8.3% |
| 30D | +3.0% | -14.0% | +17.0% | +10.0% |
| 3M | +13.0% | -21.7% | +34.7% | +24.3% |
| 6M | -20.3% | -37.3% | +17.0% | -3.2% |
| YTD | -8.2% | -45.1% | +36.9% | +17.7% |
| 1Y | +6.7% | -49.1% | +55.8% | +41.6% |
| 3Y | +60.4% | -14.8% | +75.2% | +57.8% |
| 5Y | +73.4% | -21.0% | +94.5% | +72.4% |
| All | +498.2% | +66.2% | +432.0% | +289.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling