+634.6%
P vs PNR
+99.2%
+535.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -2.0% |
| 7D | +11.6% | +0.3% | +11.4% | +11.5% |
| 30D | -23.7% | +31.7% | -55.4% | -35.7% |
| 3M | -8.0% | +2.6% | -10.6% | -10.6% |
| 6M | +27.9% | -6.4% | +34.3% | +29.6% |
| YTD | +61.2% | -33.4% | +94.6% | +98.3% |
| 1Y | +28.6% | -35.1% | +63.7% | +60.1% |
| 3Y | +200.5% | +17.1% | +183.4% | +158.3% |
| 5Y | +282.9% | -3.5% | +286.5% | +262.1% |
| All | +634.6% | +99.2% | +535.4% | +325.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling