+1,078.2%
KEY vs PNR
+3,652.8%
-2,574.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +2.2% | -2.4% | +4.6% | +3.4% |
| 30D | -3.0% | -12.8% | +9.7% | +3.6% |
| 3M | +3.3% | -17.0% | +20.3% | +11.7% |
| 6M | +9.2% | -37.4% | +46.6% | +35.3% |
| YTD | +10.6% | -41.6% | +52.3% | +41.0% |
| 1Y | +20.4% | -44.6% | +65.0% | +57.4% |
| 3Y | +121.8% | -12.1% | +134.0% | +129.0% |
| 5Y | +41.1% | -17.4% | +58.5% | +49.1% |
| 10Y | +168.5% | +64.0% | +104.5% | +107.8% |
| All | +1,078.2% | +3,652.8% | -2,574.7% | +369.0% |
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