-19.3%
PNR vs ALC
-17.4%
-1.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.4% |
| 7D | -3.9% | -5.3% | +1.4% | -1.4% |
| 30D | -13.8% | -7.1% | -6.7% | -10.8% |
| 3M | -22.5% | +0.8% | -23.3% | -23.1% |
| 6M | -37.2% | -16.0% | -21.2% | -32.4% |
| YTD | -44.2% | -12.7% | -31.5% | -41.2% |
| 1Y | -46.6% | -12.8% | -33.8% | -43.9% |
| 3Y | -12.5% | -15.8% | +3.3% | -8.4% |
| 5Y | -19.3% | -16.7% | -2.7% | -18.7% |
| All | -19.3% | -17.4% | -1.9% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling