+6.4%
LVS vs PNR
-21.7%
+28.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -3.5% | -6.0% | +2.6% | -1.1% |
| 30D | -6.2% | -14.0% | +7.7% | -0.5% |
| 3M | -14.8% | -21.7% | +6.9% | -7.2% |
| 6M | -20.9% | -37.3% | +16.4% | -5.6% |
| YTD | -33.0% | -45.1% | +12.1% | -15.8% |
| 1Y | -20.0% | -49.1% | +29.1% | +4.1% |
| 3Y | -6.9% | -14.8% | +7.9% | -5.7% |
| All | +6.4% | -21.7% | +28.1% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling