+60.4%
HCA vs PNR
-14.5%
+74.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.4% |
| 7D | +5.4% | -6.0% | +11.4% | +6.9% |
| 30D | +3.0% | -14.0% | +17.0% | +6.6% |
| 3M | +13.0% | -21.7% | +34.7% | +18.5% |
| 6M | -20.3% | -37.3% | +17.0% | -11.6% |
| YTD | -8.2% | -45.1% | +36.9% | +5.0% |
| 1Y | +6.7% | -49.1% | +55.8% | +24.7% |
| 3Y | +60.4% | -14.8% | +75.2% | +49.5% |
| All | +60.4% | -14.5% | +74.8% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling