+57.9%
PNR vs ALLE
+260.9%
-203.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -38.1% |
| YTD | -41.6% | -0.5% | -41.1% | -42.0% |
| 1Y | -44.6% | -7.3% | -37.4% | -42.5% |
| 3Y | -12.1% | +42.3% | -54.4% | -32.0% |
| 5Y | -17.4% | +13.5% | -30.9% | -27.2% |
| 10Y | +64.0% | +144.0% | -80.0% | -9.9% |
| All | +57.9% | +260.9% | -203.0% | -27.4% |
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