-21.3%
IT vs PNR
-43.1%
+21.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.8% |
| 7D | -6.0% | -2.4% | -3.7% | -5.1% |
| 30D | 0.0% | -12.8% | +12.8% | +5.8% |
| 3M | +13.1% | -17.0% | +30.1% | +19.9% |
| 6M | +11.7% | -37.4% | +49.1% | +39.3% |
| YTD | -26.1% | -41.6% | +15.5% | +0.7% |
| 1Y | -21.3% | -44.6% | +23.4% | +9.6% |
| All | -21.3% | -43.1% | +21.8% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling