+526.5%
P vs PNR
+127.7%
+398.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.7% |
| 7D | -4.7% | -3.7% | -1.0% | -2.4% |
| 30D | -31.4% | +33.1% | -64.6% | -42.2% |
| 3M | -2.6% | +3.7% | -6.3% | -5.8% |
| 6M | +21.9% | -7.7% | +29.7% | +24.6% |
| YTD | +58.9% | -32.4% | +91.4% | +92.8% |
| 1Y | +21.7% | -35.0% | +56.7% | +50.7% |
| 3Y | +193.3% | +17.1% | +176.2% | +154.3% |
| 5Y | +275.1% | +0.1% | +275.0% | +247.9% |
| 10Y | +655.3% | +103.2% | +552.1% | +340.8% |
| All | +526.5% | +127.7% | +398.8% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling