+2,878.2%
PEG vs PNR
+3,553.7%
-675.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +1.3% |
| 7D | +1.0% | -3.0% | +4.1% | +1.6% |
| 30D | -1.9% | -14.9% | +13.0% | +1.2% |
| 3M | -3.7% | -19.0% | +15.4% | 0.0% |
| 6M | -9.4% | -35.9% | +26.5% | -1.8% |
| YTD | -6.0% | -43.1% | +37.2% | +4.1% |
| 1Y | -4.4% | -46.4% | +42.0% | +7.1% |
| 3Y | +33.5% | -10.8% | +44.4% | +33.5% |
| 5Y | +35.7% | -18.9% | +54.6% | +36.3% |
| 10Y | +140.4% | +64.4% | +76.0% | +105.0% |
| All | +2,878.2% | +3,553.7% | -675.6% | +1,759.5% |
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