-20.3%
PNR vs A
-14.3%
-6.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -1.5% |
| 7D | -6.0% | -2.6% | -3.4% | -4.9% |
| 30D | -14.0% | -0.9% | -13.1% | -13.7% |
| 3M | -21.7% | +13.6% | -35.3% | -26.5% |
| 6M | -37.3% | +27.8% | -65.1% | -45.0% |
| YTD | -45.1% | +8.6% | -53.8% | -47.9% |
| 1Y | -49.1% | +16.9% | -66.0% | -53.7% |
| 3Y | -14.8% | +32.9% | -47.7% | -30.4% |
| All | -20.3% | -14.3% | -6.0% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling