-44.6%
PNR vs ACI
-32.3%
-12.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -2.4% | +0.2% | -2.5% | -2.4% |
| 30D | -12.8% | +5.9% | -18.7% | -13.1% |
| 3M | -17.0% | -19.8% | +2.8% | -16.4% |
| 6M | -37.4% | -24.7% | -12.7% | -36.9% |
| YTD | -41.6% | -24.4% | -17.2% | -41.2% |
| 1Y | -44.6% | -31.5% | -13.1% | -40.7% |
| All | -44.6% | -32.3% | -12.3% | -40.7% |
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