-44.6%
PNR vs ALC
-10.2%
-34.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.0% |
| 7D | -2.4% | -2.1% | -0.3% | -1.7% |
| 30D | -12.8% | -0.1% | -12.7% | -12.7% |
| 3M | -17.0% | +5.9% | -22.9% | -18.6% |
| 6M | -37.4% | -15.9% | -21.5% | -33.5% |
| YTD | -41.6% | -10.1% | -31.5% | -39.8% |
| 1Y | -44.6% | -10.2% | -34.4% | -42.5% |
| All | -44.6% | -10.2% | -34.5% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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