+79.5%
PNR vs ALLE
+327.3%
-247.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -1.8% |
| 7D | +2.8% | -0.6% | +3.4% | +3.3% |
| 30D | +31.2% | +25.3% | +5.8% | +13.2% |
| 3M | -2.1% | +10.3% | -12.4% | -8.3% |
| 6M | -14.0% | +38.0% | -52.0% | -30.8% |
| YTD | -33.6% | +17.8% | -51.4% | -41.0% |
| 1Y | -35.2% | +13.6% | -48.8% | -41.1% |
| 3Y | +15.8% | +89.2% | -73.4% | -25.6% |
| 5Y | -1.8% | +51.1% | -52.9% | -27.9% |
| 10Y | +117.0% | +228.1% | -111.1% | -0.3% |
| All | +79.5% | +327.3% | -247.8% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling