+516.5%
PL vs PNR
+15.8%
+500.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.8% |
| 7D | +10.0% | +0.3% | +9.8% | +10.1% |
| 30D | -2.3% | +31.7% | -34.0% | -19.3% |
| 3M | -44.2% | +2.6% | -46.8% | -45.5% |
| 6M | -66.1% | -6.4% | -59.7% | -65.7% |
| YTD | -30.0% | -33.4% | +3.5% | -7.3% |
| 1Y | +21.0% | -35.1% | +56.1% | +64.8% |
| 3Y | +516.5% | +17.1% | +499.4% | +329.6% |
| All | +516.5% | +15.8% | +500.7% | +329.6% |
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 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