+3,973.2%
PG vs PNR
+3,426.6%
+546.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -0.8% | -6.0% | +5.2% | +0.1% |
| 30D | +0.8% | -14.0% | +14.8% | +3.0% |
| 3M | -1.3% | -21.7% | +20.4% | +1.8% |
| 6M | -3.8% | -37.3% | +33.4% | +2.2% |
| YTD | +3.6% | -45.1% | +48.8% | +12.0% |
| 1Y | -5.7% | -49.1% | +43.4% | +2.9% |
| 3Y | +1.6% | -14.8% | +16.4% | +1.9% |
| 5Y | +14.6% | -21.0% | +35.6% | +14.9% |
| 10Y | +121.2% | +64.7% | +56.5% | +95.5% |
| All | +3,973.2% | +3,426.6% | +546.6% | +2,515.1% |
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 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