+848.9%
PM vs PNR
+366.8%
+482.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.1% |
| 7D | +0.5% | +0.3% | +0.3% | +0.4% |
| 30D | -3.2% | +31.7% | -34.9% | -10.4% |
| 3M | +6.2% | +2.6% | +3.6% | +5.0% |
| 6M | +7.7% | -6.4% | +14.1% | +8.2% |
| YTD | +27.3% | -33.4% | +60.7% | +39.6% |
| 1Y | +32.8% | -35.1% | +67.8% | +46.6% |
| 3Y | +150.0% | +17.1% | +132.9% | +125.9% |
| 5Y | +164.2% | -3.5% | +167.8% | +147.4% |
| 10Y | +265.7% | +100.2% | +165.5% | +158.9% |
| All | +848.9% | +366.8% | +482.1% | +373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling