+6.6%
ON vs PNR
+15.8%
-9.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.8% |
| 7D | +12.2% | +0.3% | +12.0% | +12.1% |
| 30D | -3.1% | +31.7% | -34.8% | -19.3% |
| 3M | -12.9% | +2.6% | -15.5% | -14.7% |
| 6M | -38.6% | -6.4% | -32.2% | -37.5% |
| YTD | +31.2% | -33.4% | +64.7% | +73.9% |
| 1Y | +47.6% | -35.1% | +82.7% | +100.1% |
| 3Y | +6.6% | +17.1% | -10.5% | -11.7% |
| All | +6.6% | +15.8% | -9.2% | -11.7% |
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 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