-8.8%
IR vs PNR
-47.3%
+38.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | -3.1% | -5.5% | +2.4% | -0.3% |
| 30D | -14.0% | -15.6% | +1.6% | -6.5% |
| 3M | +3.7% | -20.2% | +23.9% | +13.8% |
| 6M | -15.4% | -36.6% | +21.2% | +5.0% |
| YTD | -7.7% | -45.0% | +37.3% | +19.1% |
| 1Y | -8.8% | -47.4% | +38.6% | +22.0% |
| All | -8.8% | -47.3% | +38.5% | +22.0% |
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 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