-21.4%
PFE vs PNR
-20.5%
-0.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.3% |
| 7D | -4.3% | -3.9% | -0.4% | -3.6% |
| 30D | +2.7% | -13.8% | +16.5% | +5.5% |
| 3M | +10.0% | -22.5% | +32.5% | +14.6% |
| 6M | +7.2% | -37.2% | +44.3% | +16.3% |
| YTD | +17.3% | -44.2% | +61.5% | +30.3% |
| 1Y | +20.3% | -46.6% | +67.0% | +34.7% |
| 3Y | -1.6% | -12.5% | +10.9% | +0.1% |
| 5Y | -21.4% | -19.3% | -2.0% | -29.1% |
| All | -21.4% | -20.5% | -0.9% | -29.1% |
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