+433.8%
MAR vs PNR
+66.2%
+367.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -0.5% | -6.0% | +5.5% | +3.0% |
| 30D | -5.4% | -14.0% | +8.6% | +2.8% |
| 3M | -15.5% | -21.7% | +6.2% | -4.8% |
| 6M | +3.0% | -37.3% | +40.2% | +31.5% |
| YTD | +8.5% | -45.1% | +53.7% | +49.2% |
| 1Y | +26.0% | -49.1% | +75.1% | +81.2% |
| 3Y | +68.6% | -14.8% | +83.4% | +72.7% |
| 5Y | +157.4% | -21.0% | +178.4% | +169.4% |
| All | +433.8% | +66.2% | +367.7% | +231.1% |
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