+32.8%
PFE vs PNR
+66.2%
-33.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | -2.6% | -6.0% | +3.5% | -1.1% |
| 30D | +5.4% | -14.0% | +19.3% | +9.1% |
| 3M | +7.8% | -21.7% | +29.5% | +13.4% |
| 6M | +5.0% | -37.3% | +42.3% | +16.4% |
| YTD | +17.1% | -45.1% | +62.2% | +33.9% |
| 1Y | +19.3% | -49.1% | +68.5% | +39.1% |
| 3Y | -0.9% | -14.8% | +13.9% | +0.2% |
| 5Y | -20.8% | -21.0% | +0.2% | -20.1% |
| All | +32.8% | +66.2% | -33.3% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling