+337.2%
IR vs PNR
+81.4%
+255.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.5% |
| 7D | +4.3% | -2.3% | +6.6% | +5.9% |
| 30D | +8.1% | +29.3% | -21.2% | -10.5% |
| 3M | +0.7% | +4.1% | -3.4% | -3.3% |
| 6M | +16.6% | -8.6% | +25.2% | +20.8% |
| YTD | +7.8% | -33.6% | +41.4% | +38.4% |
| 1Y | +9.9% | -36.4% | +46.3% | +45.6% |
| 3Y | +25.2% | +15.1% | +10.1% | +6.8% |
| 5Y | +46.8% | -3.8% | +50.6% | +39.7% |
| All | +337.2% | +81.4% | +255.9% | +147.2% |
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