-23.1%
PFE vs PNR
+0.4%
-23.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -3.0% | -3.7% | +0.8% | -2.3% |
| 30D | +5.2% | +33.1% | -27.9% | -0.2% |
| 3M | +12.2% | +3.7% | +8.6% | +11.4% |
| 6M | +17.8% | -7.7% | +25.5% | +18.8% |
| YTD | +26.2% | -32.4% | +58.6% | +35.2% |
| 1Y | +23.2% | -35.0% | +58.2% | +32.9% |
| 3Y | +21.3% | +17.1% | +4.2% | +17.2% |
| 5Y | -23.1% | +0.1% | -23.2% | -36.7% |
| All | -23.1% | +0.4% | -23.5% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling