+46.9%
PM vs PNR
-31.2%
+78.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.4% |
| 7D | +4.3% | +11.9% | -7.6% | +3.8% |
| 30D | +11.5% | +37.1% | -25.7% | +10.2% |
| 3M | +13.0% | +5.7% | +7.3% | +13.1% |
| 6M | +25.9% | -5.7% | +31.6% | +25.8% |
| YTD | +34.0% | -29.8% | +63.8% | +39.2% |
| 1Y | +46.9% | -31.8% | +78.7% | +54.4% |
| All | +46.9% | -31.2% | +78.1% | +54.4% |
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