+116.1%
PG vs PNR
+66.2%
+50.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.8% | -6.0% | +5.2% | +0.3% |
| 30D | +0.8% | -14.0% | +14.8% | +3.6% |
| 3M | -1.3% | -21.7% | +20.4% | +2.7% |
| 6M | -3.8% | -37.3% | +33.4% | +4.2% |
| YTD | +3.6% | -45.1% | +48.8% | +14.9% |
| 1Y | -5.7% | -49.1% | +43.4% | +5.9% |
| 3Y | +1.6% | -14.8% | +16.4% | +0.9% |
| 5Y | +14.6% | -21.0% | +35.6% | +13.5% |
| All | +116.1% | +66.2% | +50.0% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling