-31.8%
PNR vs ACI
-18.4%
-13.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.5% | -0.2% | +3.0% |
| 7D | +11.9% | +4.5% | +7.4% | +11.5% |
| 30D | +37.1% | +20.9% | +16.3% | +35.2% |
| 3M | +5.7% | +15.2% | -9.5% | +4.5% |
| 6M | -5.7% | -13.3% | +7.6% | -6.4% |
| YTD | -29.8% | -16.2% | -13.6% | -30.5% |
| 1Y | -31.8% | -16.9% | -14.9% | -32.2% |
| All | -31.8% | -18.4% | -13.4% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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