+3,981.0%
PNC vs PNR
+3,435.9%
+545.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +1.5% |
| 7D | -0.9% | -5.5% | +4.6% | +1.4% |
| 30D | -4.4% | -15.6% | +11.1% | +2.3% |
| 3M | +5.3% | -20.2% | +25.5% | +14.1% |
| 6M | +19.6% | -36.6% | +56.2% | +41.8% |
| YTD | +19.1% | -45.0% | +64.1% | +48.8% |
| 1Y | +24.3% | -47.4% | +71.8% | +58.1% |
| 3Y | +132.2% | -13.7% | +145.9% | +138.5% |
| 5Y | +52.3% | -20.8% | +73.1% | +59.2% |
| 10Y | +274.8% | +65.2% | +209.6% | +189.5% |
| All | +3,981.0% | +3,435.9% | +545.0% | +1,491.3% |
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