+112.5%
NET vs PNR
-17.2%
+129.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -7.0% | -2.4% | -4.6% | -5.1% |
| 30D | -4.8% | -12.8% | +8.0% | +6.6% |
| 3M | +3.8% | -17.0% | +20.8% | +18.1% |
| 6M | +50.0% | -37.4% | +87.5% | +119.7% |
| YTD | +41.5% | -41.6% | +83.1% | +118.4% |
| 1Y | +32.8% | -44.6% | +77.5% | +115.5% |
| 3Y | +335.9% | -12.1% | +348.0% | +297.1% |
| All | +112.5% | -17.2% | +129.7% | +88.6% |
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