+3,269.6%
PEP vs PNR
+4,167.9%
-898.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -0.3% | -2.3% | +2.0% | +0.1% |
| 30D | +11.8% | +29.3% | -17.5% | +6.8% |
| 3M | +3.7% | +4.1% | -0.4% | +2.7% |
| 6M | -4.3% | -8.6% | +4.3% | -3.5% |
| YTD | +2.1% | -33.6% | +35.7% | +8.2% |
| 1Y | +2.5% | -36.4% | +38.9% | +9.4% |
| 3Y | -5.0% | +15.1% | -20.1% | -9.6% |
| 5Y | +2.9% | -3.8% | +6.6% | -0.4% |
| 10Y | +87.9% | +99.7% | -11.8% | +56.5% |
| All | +3,269.6% | +4,167.9% | -898.3% | +1,574.3% |
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 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