+4.0%
NDAQ vs PNR
-43.1%
+47.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -2.4% | -2.4% | -0.1% | -2.1% |
| 30D | +2.5% | -12.8% | +15.2% | +4.6% |
| 3M | +9.9% | -17.0% | +26.9% | +11.9% |
| 6M | +9.4% | -37.4% | +46.9% | +20.7% |
| YTD | +0.4% | -41.6% | +42.0% | +14.8% |
| 1Y | +4.0% | -44.6% | +48.7% | +20.0% |
| All | +4.0% | -43.1% | +47.1% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling