-8.7%
PEG vs PNR
-47.6%
+38.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | -0.9% | -6.0% | +5.1% | -0.4% |
| 30D | -3.7% | -14.0% | +10.3% | -2.5% |
| 3M | -7.3% | -21.7% | +14.4% | -5.6% |
| 6M | -10.5% | -37.3% | +26.8% | -8.0% |
| YTD | -7.5% | -45.1% | +37.6% | -4.9% |
| 1Y | -8.7% | -49.1% | +40.4% | -4.3% |
| All | -8.7% | -47.6% | +38.8% | -4.3% |
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