+16.0%
O vs PNR
-21.7%
+37.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | -2.9% | -6.0% | +3.2% | -1.6% |
| 30D | -4.5% | -14.0% | +9.5% | -1.5% |
| 3M | -2.6% | -21.7% | +19.0% | +1.9% |
| 6M | -5.6% | -37.3% | +31.6% | +3.3% |
| YTD | +9.3% | -45.1% | +54.4% | +22.9% |
| 1Y | +4.3% | -49.1% | +53.4% | +19.4% |
| 3Y | +27.4% | -14.8% | +42.3% | +23.6% |
| All | +16.0% | -21.7% | +37.7% | +10.7% |
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