+192.5%
JNJ vs PNR
+66.2%
+126.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.5% | -6.0% | +2.5% | -2.4% |
| 30D | +2.3% | -14.0% | +16.3% | +5.1% |
| 3M | +12.0% | -21.7% | +33.7% | +16.7% |
| 6M | +10.5% | -37.3% | +47.7% | +19.6% |
| YTD | +30.4% | -45.1% | +75.5% | +44.4% |
| 1Y | +52.1% | -49.1% | +101.3% | +70.9% |
| 3Y | +77.8% | -14.8% | +92.6% | +75.5% |
| 5Y | +82.9% | -21.0% | +103.9% | +81.8% |
| All | +192.5% | +66.2% | +126.4% | +127.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling