+250.3%
PH vs PNR
-21.1%
+271.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.7% |
| 7D | -3.1% | -5.5% | +2.4% | +0.3% |
| 30D | -11.8% | -15.6% | +3.8% | -2.3% |
| 3M | +6.9% | -20.2% | +27.1% | +20.7% |
| 6M | -1.3% | -36.6% | +35.3% | +29.1% |
| YTD | +7.0% | -45.0% | +51.9% | +52.2% |
| 1Y | +23.1% | -47.4% | +70.6% | +80.6% |
| 3Y | +135.4% | -13.7% | +149.1% | +143.1% |
| 5Y | +250.3% | -20.8% | +271.1% | +271.7% |
| All | +250.3% | -21.1% | +271.4% | +271.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling