+2,460.4%
MAR vs PNR
+562.3%
+1,898.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.7% |
| 7D | -0.5% | -3.9% | +3.4% | +1.4% |
| 30D | -4.7% | -13.8% | +9.1% | +2.1% |
| 3M | -15.6% | -22.5% | +6.9% | -6.2% |
| 6M | +1.2% | -37.2% | +38.4% | +23.7% |
| YTD | +7.5% | -44.2% | +51.7% | +38.4% |
| 1Y | +26.6% | -46.6% | +73.3% | +66.6% |
| 3Y | +66.0% | -12.5% | +78.5% | +69.9% |
| 5Y | +154.1% | -19.3% | +173.4% | +165.2% |
| 10Y | +441.9% | +67.5% | +374.4% | +294.4% |
| All | +2,460.4% | +562.3% | +1,898.1% | +898.5% |
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