+74.7%
PBR vs PNR
-47.6%
+122.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.9% |
| 7D | +5.4% | -6.0% | +11.4% | +4.9% |
| 30D | +22.9% | -14.0% | +36.8% | +21.7% |
| 3M | +19.6% | -21.7% | +41.3% | +18.3% |
| 6M | +16.5% | -37.3% | +53.7% | +15.2% |
| YTD | +86.7% | -45.1% | +131.8% | +85.1% |
| 1Y | +74.7% | -49.1% | +123.8% | +75.3% |
| All | +74.7% | -47.6% | +122.3% | +75.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling