+797.8%
PH vs PNR
+66.2%
+731.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -1.3% | -6.0% | +4.7% | +3.3% |
| 30D | -11.0% | -14.0% | +3.0% | -0.7% |
| 3M | +5.5% | -21.7% | +27.2% | +23.7% |
| 6M | +1.5% | -37.3% | +38.7% | +40.1% |
| YTD | +8.8% | -45.1% | +53.9% | +64.5% |
| 1Y | +24.5% | -49.1% | +73.6% | +99.6% |
| 3Y | +141.2% | -14.8% | +156.0% | +150.9% |
| 5Y | +256.3% | -21.0% | +277.3% | +286.8% |
| All | +797.8% | +66.2% | +731.7% | +390.4% |
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