+79.9%
PL vs PNR
-2.7%
+82.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | +0.1% |
| 7D | -7.5% | -3.0% | -4.5% | -5.6% |
| 30D | -25.6% | -14.9% | -10.7% | -17.1% |
| 3M | -45.6% | -19.0% | -26.6% | -38.9% |
| 6M | -29.5% | -35.9% | +6.4% | -7.0% |
| YTD | -9.7% | -43.1% | +33.5% | +28.4% |
| 1Y | +84.4% | -46.4% | +130.8% | +177.2% |
| 3Y | +550.0% | -10.8% | +560.8% | +576.3% |
| 5Y | +79.0% | -18.9% | +97.8% | +76.3% |
| All | +79.9% | -2.7% | +82.6% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling