+836.5%
PM vs PNR
+373.9%
+462.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -7.1% | -3.7% | -3.3% | -6.1% |
| 30D | -2.8% | +33.1% | -35.9% | -10.3% |
| 3M | +6.3% | +3.7% | +2.7% | +4.8% |
| 6M | +9.6% | -7.7% | +17.4% | +10.7% |
| YTD | +25.6% | -32.4% | +58.0% | +37.3% |
| 1Y | +29.7% | -35.0% | +64.6% | +43.2% |
| 3Y | +147.6% | +17.1% | +130.5% | +123.8% |
| 5Y | +160.1% | +0.1% | +160.0% | +140.8% |
| 10Y | +260.9% | +103.2% | +157.7% | +154.5% |
| All | +836.5% | +373.9% | +462.6% | +365.5% |
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