+50.3%
NDAQ vs PNR
-21.1%
+71.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -1.8% |
| 7D | -6.8% | -5.5% | -1.3% | -4.9% |
| 30D | -3.2% | -15.6% | +12.4% | +2.8% |
| 3M | +6.5% | -20.2% | +26.7% | +14.1% |
| 6M | +5.7% | -36.6% | +42.4% | +23.4% |
| YTD | -4.6% | -45.0% | +40.4% | +18.0% |
| 1Y | -1.6% | -47.4% | +45.9% | +23.9% |
| 3Y | +86.4% | -13.7% | +100.2% | +87.1% |
| 5Y | +50.3% | -20.8% | +71.1% | +55.0% |
| All | +50.3% | -21.1% | +71.4% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling