+291.1%
P vs PNR
-17.7%
+308.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.3% | +3.1% |
| 7D | +7.8% | -3.0% | +10.9% | +9.6% |
| 30D | +12.3% | -14.9% | +27.2% | +22.5% |
| 3M | +37.1% | -19.0% | +56.1% | +52.3% |
| 6M | +66.1% | -35.9% | +102.0% | +110.3% |
| YTD | +50.9% | -43.1% | +94.1% | +103.8% |
| 1Y | +27.2% | -46.4% | +73.6% | +77.6% |
| 3Y | +158.7% | -10.8% | +169.5% | +166.1% |
| 5Y | +291.1% | -18.9% | +310.0% | +335.0% |
| All | +291.1% | -17.7% | +308.8% | +335.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling