+62.8%
PNR vs A
+256.4%
-193.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -1.6% |
| 7D | -6.0% | -2.6% | -3.4% | -4.8% |
| 30D | -14.0% | -0.9% | -13.1% | -13.7% |
| 3M | -21.7% | +13.6% | -35.3% | -27.0% |
| 6M | -37.3% | +27.8% | -65.1% | -45.8% |
| YTD | -45.1% | +8.6% | -53.8% | -48.4% |
| 1Y | -49.1% | +16.9% | -66.0% | -54.3% |
| 3Y | -14.8% | +32.9% | -47.7% | -31.1% |
| 5Y | -21.0% | -14.1% | -6.9% | -19.6% |
| All | +62.8% | +256.4% | -193.6% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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