+29.4%
NDAQ vs PNR
-31.2%
+60.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +2.0% |
| 7D | +3.9% | +11.9% | -8.0% | +2.0% |
| 30D | +19.0% | +37.1% | -18.1% | +12.7% |
| 3M | +17.6% | +5.7% | +11.9% | +15.9% |
| 6M | +21.0% | -5.7% | +26.7% | +20.7% |
| YTD | +14.1% | -29.8% | +43.9% | +27.1% |
| 1Y | +29.4% | -31.8% | +61.2% | +45.0% |
| All | +29.4% | -31.2% | +60.6% | +45.0% |
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