+67.5%
PNR vs ALK
-39.2%
+106.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.6% |
| 7D | -3.9% | -3.0% | -0.9% | -2.9% |
| 30D | -13.8% | -14.6% | +0.8% | -9.3% |
| 3M | -22.5% | -10.6% | -12.0% | -20.4% |
| 6M | -37.2% | -6.7% | -30.4% | -37.0% |
| YTD | -44.2% | -19.8% | -24.5% | -41.9% |
| 1Y | -46.6% | -35.2% | -11.4% | -40.7% |
| 3Y | -12.5% | +1.4% | -13.9% | -21.3% |
| 5Y | -19.3% | -30.7% | +11.3% | -19.2% |
| 10Y | +67.5% | -37.4% | +104.9% | +43.8% |
| All | +67.5% | -39.2% | +106.7% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling