+2,627.5%
NDAQ vs PNR
+560.7%
+2,066.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +1.3% | +0.3% | +1.0% | +1.1% |
| 30D | +18.0% | +31.7% | -13.8% | +2.8% |
| 3M | +11.5% | +2.6% | +8.9% | +9.2% |
| 6M | +21.1% | -6.4% | +27.5% | +22.0% |
| YTD | +12.8% | -33.4% | +46.2% | +32.9% |
| 1Y | +25.7% | -35.1% | +60.8% | +49.7% |
| 3Y | +116.8% | +17.1% | +99.7% | +88.5% |
| 5Y | +67.3% | -3.5% | +70.8% | +55.4% |
| 10Y | +473.3% | +100.2% | +373.2% | +239.0% |
| All | +2,627.5% | +560.7% | +2,066.8% | +808.9% |
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 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