+1.5%
HON vs PNR
-21.7%
+23.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.5% | -6.0% | +2.6% | -1.4% |
| 30D | -13.8% | -14.0% | +0.2% | -9.4% |
| 3M | -11.7% | -21.7% | +10.0% | -5.0% |
| 6M | -18.7% | -37.3% | +18.5% | -5.7% |
| YTD | +0.2% | -45.1% | +45.4% | +21.6% |
| 1Y | -3.1% | -49.1% | +46.1% | +20.9% |
| 3Y | +17.0% | -14.8% | +31.8% | +17.7% |
| All | +1.5% | -21.7% | +23.2% | +0.5% |
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 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