-19.3%
PNR vs ACI
-43.7%
+24.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | -3.9% | -5.0% | +1.2% | -3.2% |
| 30D | -13.8% | -2.3% | -11.5% | -13.5% |
| 3M | -22.5% | -23.2% | +0.7% | -20.2% |
| 6M | -37.2% | -29.5% | -7.7% | -34.6% |
| YTD | -44.2% | -28.6% | -15.6% | -42.2% |
| 1Y | -46.6% | -34.0% | -12.6% | -44.1% |
| 3Y | -12.5% | -45.0% | +32.5% | -6.2% |
| 5Y | -19.3% | -44.0% | +24.7% | -17.0% |
| All | -19.3% | -43.7% | +24.3% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling