-49.1%
PNR vs ALC
-14.7%
-34.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -6.0% | -6.3% | +0.3% | -4.1% |
| 30D | -14.0% | -10.3% | -3.7% | -11.0% |
| 3M | -21.7% | -0.7% | -21.0% | -21.6% |
| 6M | -37.3% | -17.8% | -19.4% | -33.3% |
| YTD | -45.1% | -15.8% | -29.3% | -42.3% |
| 1Y | -49.1% | -16.7% | -32.4% | -46.4% |
| All | -49.1% | -14.7% | -34.4% | -46.4% |
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