-44.6%
PNR vs AGI
+17.6%
-62.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | -12.8% | +18.2% | -31.0% | -14.4% |
| 3M | -17.0% | -4.1% | -12.9% | -17.1% |
| 6M | -37.4% | -28.7% | -8.7% | -36.5% |
| YTD | -41.6% | -4.0% | -37.6% | -41.3% |
| 1Y | -44.6% | +17.4% | -62.0% | -44.7% |
| All | -44.6% | +17.6% | -62.2% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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