-46.6%
PNR vs ALLE
-11.2%
-35.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -0.3% |
| 7D | -3.9% | -2.2% | -1.7% | -2.7% |
| 30D | -13.8% | -8.3% | -5.5% | -9.3% |
| 3M | -22.5% | +16.3% | -38.8% | -29.4% |
| 6M | -37.2% | +1.8% | -39.0% | -37.9% |
| YTD | -44.2% | -3.9% | -40.3% | -44.8% |
| 1Y | -46.6% | -10.0% | -36.6% | -46.2% |
| All | -46.6% | -11.2% | -35.5% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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