+18.9%
NET vs PNR
-7.6%
+26.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -2.6% |
| 7D | -16.4% | +11.9% | -28.3% | -16.7% |
| 30D | -25.8% | +37.1% | -63.0% | -28.0% |
| 3M | -11.5% | +5.7% | -17.2% | -8.5% |
| 6M | +18.9% | -5.7% | +24.6% | +34.5% |
| All | +18.9% | -7.6% | +26.5% | +34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling