+6.2%
HD vs PNR
-20.5%
+26.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.1% |
| 7D | -1.8% | -3.9% | +2.1% | +0.2% |
| 30D | -10.8% | -13.8% | +3.0% | -3.9% |
| 3M | -2.7% | -22.5% | +19.9% | +9.4% |
| 6M | -10.3% | -37.2% | +26.9% | +12.2% |
| YTD | -7.8% | -44.2% | +36.4% | +21.9% |
| 1Y | -23.1% | -46.6% | +23.5% | +4.1% |
| 3Y | +2.0% | -12.5% | +14.5% | +1.7% |
| 5Y | +6.2% | -19.3% | +25.6% | +6.0% |
| All | +6.2% | -20.5% | +26.7% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling