-46.6%
PNR vs ALK
-36.6%
-10.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.7% |
| 7D | -3.9% | -3.0% | -0.9% | -3.3% |
| 30D | -13.8% | -14.6% | +0.8% | -11.0% |
| 3M | -22.5% | -10.6% | -12.0% | -21.0% |
| 6M | -37.2% | -6.7% | -30.4% | -37.5% |
| YTD | -44.2% | -19.8% | -24.5% | -44.1% |
| 1Y | -46.6% | -35.2% | -11.4% | -46.1% |
| All | -46.6% | -36.6% | -10.1% | -46.1% |
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