+161.6%
KEY vs PNR
+66.6%
+95.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +1.0% |
| 7D | -1.8% | -5.5% | +3.7% | +2.3% |
| 30D | -3.3% | -15.6% | +12.3% | +8.9% |
| 3M | -0.2% | -20.2% | +20.0% | +14.5% |
| 6M | +12.1% | -36.6% | +48.7% | +51.1% |
| YTD | +8.4% | -45.0% | +53.4% | +60.7% |
| 1Y | +17.6% | -47.4% | +65.1% | +80.3% |
| 3Y | +123.3% | -13.7% | +137.0% | +125.3% |
| 5Y | +39.5% | -20.8% | +60.3% | +47.4% |
| All | +161.6% | +66.6% | +95.0% | +47.4% |
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