-27.5%
ON vs PNR
-13.0%
-14.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +1.1% |
| 7D | -1.9% | -3.9% | +2.0% | +0.7% |
| 30D | -11.0% | -13.8% | +2.8% | -2.3% |
| 3M | -39.3% | -22.5% | -16.8% | -29.8% |
| 6M | +19.8% | -37.2% | +57.0% | +62.8% |
| YTD | +31.1% | -44.2% | +75.3% | +94.4% |
| 1Y | +46.0% | -46.6% | +92.6% | +125.6% |
| All | -27.5% | -13.0% | -14.4% | -18.4% |
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 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