+190.5%
P vs PNR
+17.5%
+173.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +4.9% |
| 7D | -9.6% | -0.5% | -9.1% | -9.3% |
| 30D | -33.4% | +34.4% | -67.9% | -42.6% |
| 3M | +14.2% | +2.4% | +11.8% | +12.9% |
| 6M | +31.6% | -7.8% | +39.3% | +36.8% |
| YTD | +53.5% | -31.6% | +85.1% | +88.7% |
| 1Y | +14.2% | -33.6% | +47.8% | +42.8% |
| 3Y | +190.5% | +19.9% | +170.6% | +168.2% |
| All | +190.5% | +17.5% | +173.0% | +168.2% |
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