+2,327.9%
NDAQ vs PNR
+479.6%
+1,848.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -2.4% | -2.4% | -0.1% | -1.3% |
| 30D | +2.5% | -12.8% | +15.2% | +9.1% |
| 3M | +9.9% | -17.0% | +26.9% | +18.3% |
| 6M | +9.4% | -37.4% | +46.9% | +33.9% |
| YTD | +0.4% | -41.6% | +42.0% | +26.8% |
| 1Y | +4.0% | -44.6% | +48.7% | +34.4% |
| 3Y | +94.4% | -12.1% | +106.5% | +95.2% |
| 5Y | +56.7% | -17.4% | +74.1% | +57.7% |
| 10Y | +375.3% | +64.0% | +311.3% | +211.1% |
| All | +2,327.9% | +479.6% | +1,848.3% | +767.2% |
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