-49.0%
PNR vs A
+14.9%
-63.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.1% |
| 7D | -5.5% | -4.6% | -0.9% | -4.2% |
| 30D | -15.6% | -4.3% | -11.3% | -14.6% |
| 3M | -20.2% | +8.9% | -29.1% | -22.1% |
| 6M | -36.6% | +24.5% | -61.1% | -40.5% |
| YTD | -45.0% | +5.8% | -50.8% | -45.7% |
| All | -49.0% | +14.9% | -63.9% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling