+681.1%
P vs PNR
+66.2%
+614.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | -1.3% | -6.0% | +4.7% | +2.3% |
| 30D | -11.9% | -14.0% | +2.1% | -3.8% |
| 3M | +41.6% | -21.7% | +63.3% | +61.3% |
| 6M | +58.1% | -37.3% | +95.4% | +104.5% |
| YTD | +46.5% | -45.1% | +91.6% | +104.1% |
| 1Y | +19.1% | -49.1% | +68.2% | +73.3% |
| 3Y | +150.6% | -14.8% | +165.4% | +163.3% |
| 5Y | +271.8% | -21.0% | +292.8% | +299.5% |
| All | +681.1% | +66.2% | +614.9% | +408.5% |
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