+70.1%
PL vs PNR
-47.6%
+117.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | -9.2% | -6.0% | -3.2% | -9.0% |
| 30D | -32.9% | -14.0% | -18.9% | -32.5% |
| 3M | -51.9% | -21.7% | -30.2% | -51.0% |
| 6M | -35.3% | -37.3% | +1.9% | -32.0% |
| YTD | -16.6% | -45.1% | +28.5% | -10.6% |
| 1Y | +70.1% | -49.1% | +119.2% | +102.3% |
| All | +70.1% | -47.6% | +117.7% | +102.3% |
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