+71.9%
PNR vs ACI
+21.2%
+50.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.7% |
| 7D | -6.0% | -3.7% | -2.3% | -5.6% |
| 30D | -14.0% | +0.6% | -14.6% | -14.0% |
| 3M | -21.7% | -20.3% | -1.4% | -19.8% |
| 6M | -37.3% | -24.7% | -12.6% | -35.4% |
| YTD | -45.1% | -27.2% | -17.9% | -43.3% |
| 1Y | -49.1% | -32.7% | -16.4% | -46.9% |
| 3Y | -14.8% | -43.9% | +29.1% | -9.3% |
| 5Y | -21.0% | -38.9% | +17.8% | -18.1% |
| All | +71.9% | +21.2% | +50.7% | +61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling