+3,449.8%
PFE vs PNR
+4,242.4%
-792.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | +12.2% | +3.7% | +8.6% | +11.1% |
| 6M | +17.8% | -7.7% | +25.5% | +18.6% |
| YTD | +26.2% | -32.4% | +58.6% | +34.6% |
| 1Y | +23.2% | -35.0% | +58.2% | +32.4% |
| 3Y | +21.3% | +17.1% | +4.2% | +15.2% |
| 5Y | -23.1% | +0.1% | -23.2% | -26.0% |
| 10Y | +50.7% | +103.2% | -52.5% | +23.0% |
| All | +3,449.8% | +4,242.4% | -792.6% | +1,923.2% |
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 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