+27.6%
O vs PNR
-14.2%
+41.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -3.5% | -5.5% | +2.0% | -2.8% |
| 30D | -3.3% | -15.6% | +12.2% | -1.2% |
| 3M | -2.8% | -20.2% | +17.4% | -0.2% |
| 6M | -5.8% | -36.6% | +30.8% | -0.4% |
| YTD | +9.4% | -45.0% | +54.4% | +17.8% |
| 1Y | +5.7% | -47.4% | +53.1% | +14.6% |
| All | +27.6% | -14.2% | +41.8% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling