+1,641.2%
PBR vs PNR
+757.1%
+884.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.5% |
| 7D | +0.3% | -3.9% | +4.2% | +2.5% |
| 30D | +17.5% | -13.8% | +31.3% | +27.3% |
| 3M | +20.9% | -22.5% | +43.4% | +36.2% |
| 6M | +20.2% | -37.2% | +57.4% | +50.7% |
| YTD | +84.3% | -44.2% | +128.5% | +144.7% |
| 1Y | +77.1% | -46.6% | +123.8% | +140.5% |
| 3Y | +100.8% | -12.5% | +113.3% | +92.9% |
| 5Y | +556.1% | -19.3% | +575.5% | +517.7% |
| 10Y | +676.1% | +67.5% | +608.6% | +346.9% |
| All | +1,641.2% | +757.1% | +884.0% | +421.7% |
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