+227.5%
LOW vs PNR
+66.2%
+161.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -3.7% | -6.0% | +2.3% | -0.2% |
| 30D | -8.9% | -14.0% | +5.1% | -0.6% |
| 3M | -10.4% | -21.7% | +11.3% | +2.0% |
| 6M | -19.4% | -37.3% | +17.9% | +4.3% |
| YTD | -17.1% | -45.1% | +28.0% | +15.3% |
| 1Y | -26.3% | -49.1% | +22.9% | +7.3% |
| 3Y | -9.9% | -14.8% | +5.0% | -7.0% |
| 5Y | +6.1% | -21.0% | +27.1% | +11.7% |
| All | +227.5% | +66.2% | +161.4% | +103.8% |
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