-35.0%
PNR vs ALK
-5.3%
-29.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.1% | +12.9% | -13.1% | -3.2% |
| 30D | +33.4% | +5.5% | +27.8% | +30.9% |
| 3M | +4.9% | -12.1% | +17.0% | +7.0% |
| 6M | -8.5% | +1.7% | -10.2% | -10.3% |
| YTD | -32.1% | -17.4% | -14.7% | -33.5% |
| 1Y | -35.0% | -1.9% | -33.0% | -39.5% |
| All | -35.0% | -5.3% | -29.7% | -39.5% |
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