+131.5%
PM vs PNR
-21.1%
+152.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.4% |
| 7D | +1.9% | -5.5% | +7.4% | +2.6% |
| 30D | +1.9% | -15.6% | +17.5% | +4.0% |
| 3M | +4.6% | -20.2% | +24.8% | +7.1% |
| 6M | +11.7% | -36.6% | +48.3% | +17.7% |
| YTD | +20.4% | -45.0% | +65.3% | +29.4% |
| 1Y | +19.0% | -47.4% | +66.4% | +28.7% |
| 3Y | +130.4% | -13.7% | +144.1% | +123.9% |
| 5Y | +131.5% | -20.8% | +152.3% | +120.2% |
| All | +131.5% | -21.1% | +152.5% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling