+24.1%
PFE vs PNR
-43.1%
+67.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +1.8% | -2.4% | +4.1% | +2.1% |
| 30D | +10.2% | -12.8% | +23.0% | +12.7% |
| 3M | +12.7% | -17.0% | +29.7% | +15.1% |
| 6M | +10.5% | -37.4% | +48.0% | +23.0% |
| YTD | +20.2% | -41.6% | +61.8% | +36.7% |
| 1Y | +24.1% | -44.6% | +68.7% | +44.2% |
| All | +24.1% | -43.1% | +67.1% | +44.2% |
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 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