+561.1%
PNR vs AGI
+5,263.7%
-4,702.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.2% |
| 7D | -5.5% | -5.4% | -0.1% | -5.2% |
| 30D | -15.6% | +6.6% | -22.2% | -15.9% |
| 3M | -20.2% | +8.2% | -28.4% | -20.7% |
| 6M | -36.6% | -29.3% | -7.3% | -35.6% |
| YTD | -45.0% | -7.4% | -37.6% | -45.1% |
| 1Y | -47.4% | +7.9% | -55.4% | -48.0% |
| 3Y | -13.7% | +206.2% | -219.9% | -20.1% |
| 5Y | -20.8% | +397.6% | -418.4% | -29.0% |
| 10Y | +65.2% | +383.4% | -318.3% | +43.3% |
| All | +561.1% | +5,263.7% | -4,702.6% | +397.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling