+50.9%
PNC vs PNR
-21.7%
+72.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.6% | -6.0% | +5.5% | +2.2% |
| 30D | -4.4% | -14.0% | +9.6% | +2.1% |
| 3M | +5.2% | -21.7% | +26.9% | +15.8% |
| 6M | +20.6% | -37.3% | +57.9% | +47.0% |
| YTD | +19.8% | -45.1% | +64.9% | +54.8% |
| 1Y | +24.4% | -49.1% | +73.6% | +67.3% |
| 3Y | +131.2% | -14.8% | +146.1% | +132.8% |
| All | +50.9% | -21.7% | +72.6% | +41.7% |
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