+82.9%
PNR vs ACI
+25.9%
+57.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.4% | +0.2% | -2.5% | -2.4% |
| 30D | -12.8% | +5.9% | -18.7% | -13.4% |
| 3M | -17.0% | -19.8% | +2.8% | -15.0% |
| 6M | -37.4% | -24.7% | -12.7% | -35.5% |
| YTD | -41.6% | -24.4% | -17.2% | -40.0% |
| 1Y | -44.6% | -31.5% | -13.1% | -42.4% |
| 3Y | -12.1% | -38.7% | +26.6% | -7.6% |
| 5Y | -17.4% | -42.8% | +25.4% | -13.8% |
| All | +82.9% | +25.9% | +57.0% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling