+363.0%
NDAQ vs PNR
+66.2%
+296.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -5.6% | -6.0% | +0.5% | -3.2% |
| 30D | -4.4% | -14.0% | +9.6% | +1.4% |
| 3M | +5.9% | -21.7% | +27.6% | +15.2% |
| 6M | +7.7% | -37.3% | +45.0% | +27.6% |
| YTD | -5.2% | -45.1% | +40.0% | +18.7% |
| 1Y | -3.4% | -49.1% | +45.8% | +24.7% |
| 3Y | +85.6% | -14.8% | +100.5% | +88.6% |
| 5Y | +49.5% | -21.0% | +70.5% | +52.8% |
| All | +363.0% | +66.2% | +296.9% | +219.9% |
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