+5,367.1%
O vs PNR
+1,321.7%
+4,045.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.4% |
| 7D | -0.6% | -3.0% | +2.5% | +0.4% |
| 30D | -2.0% | -14.9% | +13.0% | +2.9% |
| 3M | +3.0% | -19.0% | +22.0% | +9.0% |
| 6M | -3.6% | -35.9% | +32.3% | +9.1% |
| YTD | +12.1% | -43.1% | +55.2% | +31.1% |
| 1Y | +8.9% | -46.4% | +55.3% | +29.5% |
| 3Y | +30.3% | -10.8% | +41.2% | +28.7% |
| 5Y | +13.7% | -18.9% | +32.6% | +13.3% |
| 10Y | +50.3% | +64.4% | -14.1% | +16.1% |
| All | +5,367.1% | +1,321.7% | +4,045.5% | +2,590.1% |
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