+3,280.0%
PFE vs PNR
+3,652.8%
-372.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +1.8% | -2.4% | +4.1% | +2.2% |
| 30D | +10.2% | -12.8% | +23.0% | +13.1% |
| 3M | +12.7% | -17.0% | +29.7% | +16.2% |
| 6M | +10.5% | -37.4% | +48.0% | +20.1% |
| YTD | +20.2% | -41.6% | +61.8% | +32.2% |
| 1Y | +24.1% | -44.6% | +68.7% | +37.9% |
| 3Y | -3.6% | -12.1% | +8.6% | -3.0% |
| 5Y | -20.9% | -17.4% | -3.5% | -20.8% |
| 10Y | +35.8% | +64.0% | -28.2% | +15.7% |
| All | +3,280.0% | +3,652.8% | -372.9% | +1,886.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling