+3,652.8%
PNR vs ALK
+839.9%
+2,813.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -12.8% | -19.2% | +6.5% | -8.3% |
| 3M | -17.0% | -1.5% | -15.5% | -17.2% |
| 6M | -37.4% | -13.1% | -24.4% | -36.2% |
| YTD | -41.6% | -16.4% | -25.2% | -40.3% |
| 1Y | -44.6% | -33.1% | -11.6% | -40.6% |
| 3Y | -12.1% | +0.6% | -12.8% | -17.0% |
| 5Y | -17.4% | -26.4% | +9.0% | -17.3% |
| 10Y | +64.0% | -34.2% | +98.1% | +56.7% |
| All | +3,652.8% | +839.9% | +2,813.0% | +1,748.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling