-1.6%
PFE vs PNR
-11.7%
+10.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.8% |
| 7D | -2.7% | -3.0% | +0.4% | -2.1% |
| 30D | +3.8% | -14.9% | +18.8% | +7.1% |
| 3M | +10.4% | -19.0% | +29.4% | +14.2% |
| 6M | +6.3% | -35.9% | +42.2% | +15.9% |
| YTD | +17.4% | -43.1% | +60.5% | +31.6% |
| 1Y | +21.1% | -46.4% | +67.5% | +37.6% |
| 3Y | -1.6% | -10.8% | +9.2% | -1.4% |
| All | -1.6% | -11.7% | +10.1% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling