+24.2%
IR vs PNR
+15.6%
+8.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.2% |
| 7D | +4.2% | -2.3% | +6.6% | +5.6% |
| 30D | +8.1% | +29.3% | -21.2% | -7.5% |
| 3M | +0.7% | +4.1% | -3.4% | -1.8% |
| 6M | +16.6% | -8.6% | +25.2% | +21.5% |
| YTD | +7.8% | -33.6% | +41.4% | +36.6% |
| 1Y | +9.9% | -36.4% | +46.3% | +43.6% |
| All | +24.2% | +15.6% | +8.7% | +23.4% |
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