+97.2%
NI vs PNR
-21.7%
+118.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | 0.0% | -6.0% | +6.1% | +1.3% |
| 30D | -1.4% | -14.0% | +12.6% | +1.6% |
| 3M | -10.6% | -21.7% | +11.1% | -6.3% |
| 6M | -9.3% | -37.3% | +28.0% | -0.8% |
| YTD | +1.1% | -45.1% | +46.3% | +13.7% |
| 1Y | +3.4% | -49.1% | +52.5% | +18.1% |
| 3Y | +67.9% | -14.8% | +82.7% | +66.8% |
| All | +97.2% | -21.7% | +118.8% | +80.6% |
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