-44.6%
PNR vs ALK
-33.1%
-11.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -12.8% | -19.2% | +6.5% | -8.9% |
| 3M | -17.0% | -1.5% | -15.5% | -17.0% |
| 6M | -37.4% | -13.1% | -24.4% | -37.6% |
| YTD | -41.6% | -16.4% | -25.2% | -42.0% |
| 1Y | -44.6% | -33.1% | -11.6% | -43.6% |
| All | -44.6% | -33.1% | -11.6% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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