+23,761.0%
PH vs PNR
+3,652.8%
+20,108.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -3.1% | -2.4% | -0.7% | -1.9% |
| 30D | -3.2% | -12.8% | +9.5% | +3.4% |
| 3M | +10.6% | -17.0% | +27.6% | +19.8% |
| 6M | -2.1% | -37.4% | +35.3% | +21.7% |
| YTD | +10.2% | -41.6% | +51.8% | +40.8% |
| 1Y | +28.2% | -44.6% | +72.8% | +68.1% |
| 3Y | +134.9% | -12.1% | +147.0% | +144.9% |
| 5Y | +253.6% | -17.4% | +271.0% | +276.4% |
| 10Y | +804.7% | +64.0% | +740.7% | +608.4% |
| All | +23,761.0% | +3,652.8% | +20,108.2% | +8,958.4% |
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 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