+180.5%
PL vs PNR
-43.1%
+223.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -9.3% | -2.4% | -6.9% | -9.1% |
| 30D | -18.9% | -12.8% | -6.2% | -18.1% |
| 3M | -58.4% | -17.0% | -41.4% | -57.5% |
| 6M | -30.3% | -37.4% | +7.1% | -23.7% |
| YTD | -8.1% | -41.6% | +33.5% | +1.5% |
| 1Y | +180.5% | -44.6% | +225.1% | +248.7% |
| All | +180.5% | -43.1% | +223.6% | +248.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling