+131.2%
PNC vs PNR
-14.5%
+145.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.6% | -6.0% | +5.5% | +1.9% |
| 30D | -4.4% | -14.0% | +9.6% | +1.4% |
| 3M | +5.2% | -21.7% | +26.9% | +14.6% |
| 6M | +20.6% | -37.3% | +57.9% | +44.6% |
| YTD | +19.8% | -45.1% | +64.9% | +52.0% |
| 1Y | +24.4% | -49.1% | +73.6% | +64.5% |
| 3Y | +131.2% | -14.8% | +146.1% | +118.4% |
| All | +131.2% | -14.5% | +145.7% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling