+37.3%
IR vs PNR
-20.5%
+57.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -0.8% |
| 7D | -1.9% | -3.9% | +2.0% | +0.7% |
| 30D | -15.0% | -13.8% | -1.2% | -6.6% |
| 3M | -0.4% | -22.5% | +22.1% | +15.8% |
| 6M | -15.0% | -37.2% | +22.1% | +13.6% |
| YTD | -7.1% | -44.2% | +37.2% | +33.1% |
| 1Y | -7.5% | -46.6% | +39.1% | +36.7% |
| 3Y | +6.3% | -12.5% | +18.8% | +11.3% |
| 5Y | +37.3% | -19.3% | +56.7% | +50.3% |
| All | +37.3% | -20.5% | +57.8% | +50.3% |
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