+662.0%
PBR vs PNR
+66.2%
+595.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | +5.4% | -6.0% | +11.4% | +8.2% |
| 30D | +22.9% | -14.0% | +36.8% | +31.0% |
| 3M | +19.6% | -21.7% | +41.3% | +31.1% |
| 6M | +16.5% | -37.3% | +53.7% | +40.3% |
| YTD | +86.7% | -45.1% | +131.8% | +138.1% |
| 1Y | +74.7% | -49.1% | +123.8% | +131.0% |
| 3Y | +102.6% | -14.8% | +117.4% | +94.1% |
| 5Y | +566.6% | -21.0% | +587.6% | +553.9% |
| All | +662.0% | +66.2% | +595.9% | +294.9% |
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 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