+20.4%
PFE vs PNR
-47.3%
+67.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -4.0% | -5.5% | +1.5% | -3.1% |
| 30D | +3.9% | -15.6% | +19.4% | +6.8% |
| 3M | +9.9% | -20.2% | +30.1% | +12.8% |
| 6M | +5.3% | -36.6% | +41.9% | +15.3% |
| YTD | +16.8% | -45.0% | +61.8% | +34.3% |
| 1Y | +20.4% | -47.4% | +67.9% | +41.2% |
| All | +20.4% | -47.3% | +67.7% | +41.2% |
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