+291.3%
IR vs PNR
+59.5%
+231.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -2.8% | -2.4% | -0.5% | -1.2% |
| 30D | -15.1% | -12.8% | -2.4% | -6.9% |
| 3M | +6.1% | -17.0% | +23.1% | +18.8% |
| 6M | -16.8% | -37.4% | +20.6% | +13.7% |
| YTD | -3.5% | -41.6% | +38.1% | +36.9% |
| 1Y | -3.5% | -44.6% | +41.1% | +42.4% |
| 3Y | +9.5% | -12.1% | +21.6% | +14.2% |
| 5Y | +45.1% | -17.4% | +62.5% | +55.2% |
| All | +291.3% | +59.5% | +231.8% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling