+272.7%
PNC vs PNR
+66.2%
+206.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -0.6% | -6.0% | +5.5% | +2.9% |
| 30D | -4.4% | -14.0% | +9.6% | +3.7% |
| 3M | +5.2% | -21.7% | +26.9% | +18.4% |
| 6M | +20.6% | -37.3% | +57.9% | +53.2% |
| YTD | +19.8% | -45.1% | +64.9% | +62.8% |
| 1Y | +24.4% | -49.1% | +73.6% | +76.9% |
| 3Y | +131.2% | -14.8% | +146.1% | +134.2% |
| 5Y | +53.1% | -21.0% | +74.1% | +57.9% |
| All | +272.7% | +66.2% | +206.5% | +122.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling