+638.7%
PNR vs A
+442.2%
+196.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | 0.0% | -1.9% |
| 7D | -3.0% | -2.1% | -1.0% | -2.4% |
| 30D | -14.9% | +0.6% | -15.5% | -15.1% |
| 3M | -19.0% | +10.9% | -29.9% | -21.5% |
| 6M | -35.9% | +28.2% | -64.1% | -40.9% |
| YTD | -43.1% | +8.6% | -51.7% | -45.0% |
| 1Y | -46.4% | +15.5% | -61.9% | -49.1% |
| 3Y | -10.8% | +31.8% | -42.6% | -19.2% |
| 5Y | -18.9% | -14.9% | -4.0% | -17.4% |
| 10Y | +64.4% | +237.8% | -173.4% | +16.2% |
| All | +638.7% | +442.2% | +196.5% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling