-13.8%
PEP vs PNR
-11.4%
-2.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | +0.1% | -3.0% | +3.1% | +0.4% |
| 30D | +0.7% | -14.9% | +15.6% | +2.0% |
| 3M | -0.5% | -19.0% | +18.5% | +0.9% |
| 6M | -11.3% | -35.9% | +24.6% | -8.6% |
| YTD | -0.6% | -43.1% | +42.6% | +3.2% |
| 1Y | +1.7% | -46.4% | +48.0% | +6.1% |
| All | -13.8% | -11.4% | -2.4% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling