+5,589.7%
IT vs PNR
+1,787.8%
+3,801.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.6% | -4.8% | -6.4% |
| 7D | -9.1% | -3.0% | -6.1% | -8.0% |
| 30D | -7.0% | -14.9% | +7.9% | -1.0% |
| 3M | +7.6% | -19.0% | +26.7% | +16.1% |
| 6M | +2.1% | -35.9% | +38.1% | +20.0% |
| YTD | -31.6% | -43.1% | +11.6% | -15.3% |
| 1Y | -29.9% | -46.4% | +16.5% | -11.3% |
| 3Y | -51.3% | -10.8% | -40.4% | -50.4% |
| 5Y | -44.8% | -18.9% | -25.9% | -42.4% |
| 10Y | +91.4% | +64.4% | +26.9% | +48.3% |
| All | +5,589.7% | +1,787.8% | +3,801.9% | +2,045.2% |
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