-21.5%
PNR vs AHR
+356.1%
-377.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -6.0% | -2.1% | -3.9% | -5.5% |
| 30D | -14.0% | +1.9% | -15.9% | -14.4% |
| 3M | -21.7% | +15.7% | -37.4% | -24.7% |
| 6M | -37.3% | +2.5% | -39.8% | -37.9% |
| YTD | -45.1% | +15.0% | -60.1% | -47.6% |
| 1Y | -49.1% | +28.1% | -77.2% | -53.3% |
| All | -21.5% | +356.1% | -377.6% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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