-9.8%
PNR vs ALLE
+50.9%
-60.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | -2.4% | -0.2% | -2.1% | -2.3% |
| 30D | -12.8% | -6.8% | -6.0% | -8.7% |
| 3M | -17.0% | +21.0% | -38.0% | -27.2% |
| 6M | -37.4% | +1.1% | -38.5% | -38.0% |
| YTD | -41.6% | -0.5% | -41.1% | -42.2% |
| 1Y | -44.6% | -7.3% | -37.4% | -42.6% |
| All | -9.8% | +50.9% | -60.6% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling