+5,093.9%
NI vs PNR
+3,485.2%
+1,608.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.2% |
| 7D | +1.3% | -3.9% | +5.1% | +2.1% |
| 30D | -0.3% | -13.8% | +13.5% | +2.7% |
| 3M | -9.5% | -22.5% | +13.1% | -5.1% |
| 6M | -10.2% | -37.2% | +26.9% | -2.1% |
| YTD | +1.8% | -44.2% | +46.0% | +13.5% |
| 1Y | +5.7% | -46.6% | +52.3% | +18.8% |
| 3Y | +69.6% | -12.5% | +82.1% | +70.2% |
| 5Y | +95.8% | -19.3% | +115.1% | +96.6% |
| 10Y | +145.1% | +67.5% | +77.6% | +106.5% |
| All | +5,093.9% | +3,485.2% | +1,608.7% | +3,068.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling