+35.6%
PFE vs PNR
-31.2%
+66.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +2.2% |
| 7D | +4.6% | +11.9% | -7.3% | +3.0% |
| 30D | +12.3% | +37.1% | -24.8% | +7.5% |
| 3M | +21.2% | +5.7% | +15.5% | +20.7% |
| 6M | +21.1% | -5.7% | +26.8% | +22.4% |
| YTD | +30.0% | -29.8% | +59.8% | +43.9% |
| 1Y | +35.6% | -31.8% | +67.4% | +52.3% |
| All | +35.6% | -31.2% | +66.8% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling