-14.6%
PNR vs A
+28.1%
-42.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -0.9% |
| 7D | -5.5% | -4.6% | -0.9% | -3.6% |
| 30D | -15.6% | -4.3% | -11.3% | -14.1% |
| 3M | -20.2% | +8.9% | -29.1% | -23.1% |
| 6M | -36.6% | +24.5% | -61.1% | -42.8% |
| YTD | -45.0% | +5.8% | -50.8% | -46.6% |
| 1Y | -47.4% | +16.2% | -63.7% | -51.4% |
| All | -14.6% | +28.1% | -42.7% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling