+26.4%
P vs PNR
-43.1%
+69.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +6.5% | -2.4% | +8.9% | +7.5% |
| 30D | +18.8% | -12.8% | +31.6% | +24.6% |
| 3M | +26.7% | -17.0% | +43.7% | +35.7% |
| 6M | +62.2% | -37.4% | +99.6% | +94.7% |
| YTD | +48.5% | -41.6% | +90.1% | +82.4% |
| 1Y | +26.4% | -44.6% | +71.0% | +62.4% |
| All | +26.4% | -43.1% | +69.5% | +62.4% |
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