+3,159.9%
PEP vs PNR
+3,652.8%
-492.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.4% | -2.4% | +1.0% | -1.0% |
| 30D | +0.2% | -12.8% | +13.0% | +2.5% |
| 3M | -1.1% | -17.0% | +15.9% | +1.7% |
| 6M | -13.5% | -37.4% | +23.9% | -7.0% |
| YTD | -1.2% | -41.6% | +40.4% | +7.2% |
| 1Y | -1.6% | -44.6% | +43.1% | +7.7% |
| 3Y | -12.5% | -12.1% | -0.4% | -12.7% |
| 5Y | +3.0% | -17.4% | +20.4% | +2.5% |
| 10Y | +73.9% | +64.0% | +9.9% | +49.8% |
| All | +3,159.9% | +3,652.8% | -492.9% | +1,559.2% |
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 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