+455.3%
PL vs PNR
+14.7%
+440.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.4% | +12.7% | +11.8% |
| 7D | -6.8% | +2.8% | -9.6% | -9.0% |
| 30D | -29.3% | +31.2% | -60.5% | -41.6% |
| 3M | -44.8% | -2.1% | -42.7% | -44.4% |
| 6M | -68.4% | -14.0% | -54.4% | -65.7% |
| YTD | -36.4% | -33.6% | -2.7% | -15.8% |
| 1Y | +0.7% | -35.2% | +35.9% | +37.3% |
| 3Y | +455.3% | +15.8% | +439.5% | +296.2% |
| All | +455.3% | +14.7% | +440.6% | +296.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling