+98.5%
PNR vs ALM
+2,100.8%
-2,002.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | +0.1% |
| 7D | +0.3% | +1.2% | -1.0% | +0.2% |
| 30D | +31.7% | -19.3% | +51.0% | +32.2% |
| 3M | +2.6% | -40.6% | +43.3% | +3.5% |
| 6M | -6.4% | -57.9% | +51.5% | -5.1% |
| YTD | -33.4% | -6.7% | -26.7% | -33.5% |
| 1Y | -35.1% | +20.2% | -55.2% | -35.4% |
| 3Y | +17.1% | +879.4% | -862.4% | +12.2% |
| 5Y | -3.5% | +415.3% | -418.8% | -7.4% |
| All | +98.5% | +2,100.8% | -2,002.3% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling