-4.6%
HD vs PNR
-31.2%
+26.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.3% | +3.2% | +5.4% |
| 7D | +11.9% | +11.9% | 0.0% | +8.0% |
| 30D | +26.4% | +37.1% | -10.7% | +13.7% |
| 3M | +2.8% | +5.7% | -2.9% | +1.0% |
| 6M | +15.5% | -5.7% | +21.2% | +16.7% |
| YTD | +5.5% | -29.8% | +35.3% | +15.3% |
| 1Y | -4.6% | -31.8% | +27.2% | +6.4% |
| All | -4.6% | -31.2% | +26.6% | +6.4% |
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