+485.4%
P vs PNR
+96.8%
+388.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +6.5% | -2.4% | +8.9% | +8.0% |
| 30D | +18.8% | -12.8% | +31.6% | +28.2% |
| 3M | +26.7% | -17.0% | +43.7% | +39.3% |
| 6M | +62.2% | -37.4% | +99.6% | +109.0% |
| YTD | +48.5% | -41.6% | +90.1% | +98.3% |
| 1Y | +26.4% | -44.6% | +71.0% | +73.7% |
| 3Y | +159.4% | -12.1% | +171.5% | +168.0% |
| 5Y | +275.8% | -17.4% | +293.2% | +293.4% |
| 10Y | +732.0% | +64.0% | +668.0% | +446.5% |
| All | +485.4% | +96.8% | +388.6% | +249.5% |
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 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