+9.7%
IR vs PNR
-11.4%
+21.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | 0.0% |
| 7D | +0.6% | -3.0% | +3.7% | +2.5% |
| 30D | -13.6% | -14.9% | +1.3% | -4.8% |
| 3M | +3.7% | -19.0% | +22.7% | +16.2% |
| 6M | -13.1% | -35.9% | +22.9% | +13.3% |
| YTD | -5.1% | -43.1% | +38.0% | +32.1% |
| 1Y | -6.5% | -46.4% | +39.9% | +35.7% |
| All | +9.7% | -11.4% | +21.1% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling