+322.4%
NET vs PNR
+21.3%
+301.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -3.9% |
| 7D | -16.4% | +11.9% | -28.3% | -20.6% |
| 30D | -25.8% | +37.1% | -63.0% | -36.4% |
| 3M | -11.5% | +5.7% | -17.2% | -13.8% |
| 6M | +18.9% | -5.7% | +24.6% | +22.6% |
| YTD | +35.2% | -29.8% | +65.0% | +64.4% |
| 1Y | +14.5% | -31.8% | +46.3% | +41.9% |
| All | +322.4% | +21.3% | +301.1% | +205.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling