-0.4%
PL vs PNR
-31.2%
+30.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.3% | -9.7% | -6.3% |
| 7D | -11.7% | +11.9% | -23.6% | -11.6% |
| 30D | -27.1% | +37.1% | -64.3% | -27.2% |
| 3M | -44.6% | +5.7% | -50.3% | -44.8% |
| 6M | -67.2% | -5.7% | -61.5% | -66.8% |
| YTD | -35.9% | -29.8% | -6.0% | -33.6% |
| 1Y | -0.4% | -31.8% | +31.4% | +7.1% |
| All | -0.4% | -31.2% | +30.8% | +7.1% |
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