+34,456.9%
LOW vs PNR
+3,485.2%
+30,971.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | -0.6% | -3.9% | +3.3% | +0.9% |
| 30D | -9.3% | -13.8% | +4.5% | -4.0% |
| 3M | -8.1% | -22.5% | +14.5% | +0.6% |
| 6M | -19.8% | -37.2% | +17.4% | -5.0% |
| YTD | -16.4% | -44.2% | +27.8% | +3.3% |
| 1Y | -24.7% | -46.6% | +22.0% | -5.4% |
| 3Y | -8.8% | -12.5% | +3.7% | -6.0% |
| 5Y | +7.8% | -19.3% | +27.1% | +13.5% |
| 10Y | +233.8% | +67.5% | +166.4% | +168.1% |
| All | +34,456.9% | +3,485.2% | +30,971.8% | +13,592.2% |
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