+141.0%
PH vs PNR
-13.0%
+154.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.4% |
| 7D | 0.0% | -3.9% | +3.9% | +2.3% |
| 30D | -10.3% | -13.8% | +3.5% | -2.6% |
| 3M | +5.1% | -22.5% | +27.6% | +19.8% |
| 6M | +2.3% | -37.2% | +39.4% | +32.7% |
| YTD | +8.7% | -44.2% | +52.9% | +51.0% |
| 1Y | +26.8% | -46.6% | +73.4% | +81.6% |
| All | +141.0% | -13.0% | +154.0% | +156.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling