+17.5%
P vs PNR
-31.2%
+48.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.3% | -8.3% | -5.6% |
| 7D | -19.4% | +11.9% | -31.3% | -21.4% |
| 30D | -22.3% | +37.1% | -59.5% | -28.4% |
| 3M | +33.2% | +5.7% | +27.5% | +33.2% |
| 6M | +53.6% | -5.7% | +59.3% | +60.1% |
| YTD | +66.8% | -29.8% | +96.6% | +91.5% |
| 1Y | +17.5% | -31.8% | +49.3% | +32.4% |
| All | +17.5% | -31.2% | +48.7% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling