-10.2%
NI vs PNR
-36.1%
+25.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.3% |
| 7D | +1.3% | -3.9% | +5.1% | +1.7% |
| 30D | -0.3% | -13.8% | +13.5% | +1.6% |
| 3M | -9.5% | -22.5% | +13.1% | -6.6% |
| 6M | -10.2% | -37.2% | +26.9% | -6.4% |
| All | -10.2% | -36.1% | +25.8% | -6.4% |
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