-21.3%
PNR vs AHR
+360.2%
-381.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -5.5% | -3.0% | -2.4% | -4.7% |
| 30D | -15.6% | +2.6% | -18.2% | -16.1% |
| 3M | -20.2% | +16.0% | -36.2% | -23.4% |
| 6M | -36.6% | +3.1% | -39.7% | -37.4% |
| YTD | -45.0% | +16.0% | -61.0% | -47.5% |
| 1Y | -47.4% | +28.0% | -75.4% | -51.7% |
| All | -21.3% | +360.2% | -381.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling