+206.4%
HD vs PNR
+66.2%
+140.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -3.8% | -6.0% | +2.2% | -0.7% |
| 30D | -9.4% | -14.0% | +4.5% | -2.3% |
| 3M | -4.6% | -21.7% | +17.1% | +6.9% |
| 6M | -10.1% | -37.3% | +27.2% | +12.6% |
| YTD | -8.3% | -45.1% | +36.8% | +22.2% |
| 1Y | -25.0% | -49.1% | +24.1% | +4.0% |
| 3Y | +1.5% | -14.8% | +16.4% | +4.5% |
| 5Y | +5.6% | -21.0% | +26.6% | +10.0% |
| All | +206.4% | +66.2% | +140.3% | +108.5% |
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 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