+274.5%
IR vs PNR
+50.3%
+224.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.3% |
| 7D | -3.1% | -5.5% | +2.4% | +0.8% |
| 30D | -14.0% | -15.6% | +1.6% | -3.4% |
| 3M | +3.7% | -20.2% | +23.9% | +19.3% |
| 6M | -15.4% | -36.6% | +21.2% | +14.5% |
| YTD | -7.7% | -45.0% | +37.3% | +36.6% |
| 1Y | -8.8% | -47.4% | +38.6% | +39.4% |
| 3Y | +5.6% | -13.7% | +19.3% | +11.3% |
| 5Y | +34.3% | -20.8% | +55.1% | +47.8% |
| All | +274.5% | +50.3% | +224.3% | +144.0% |
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 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