+75.3%
PEP vs PNR
+66.2%
+9.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -1.0% | -6.0% | +5.1% | +0.3% |
| 30D | -0.7% | -14.0% | +13.3% | +2.5% |
| 3M | -4.1% | -21.7% | +17.6% | +0.5% |
| 6M | -13.1% | -37.3% | +24.2% | -4.8% |
| YTD | -2.1% | -45.1% | +43.0% | +10.0% |
| 1Y | -1.7% | -49.1% | +47.5% | +12.3% |
| 3Y | -15.1% | -14.8% | -0.3% | -16.0% |
| 5Y | +3.1% | -21.0% | +24.1% | +2.4% |
| All | +75.3% | +66.2% | +9.1% | +36.1% |
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