+63.3%
PNR vs ALM
+2,776.7%
-2,713.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.6% | +8.2% | -1.2% |
| 7D | -5.5% | -7.1% | +1.6% | -5.4% |
| 30D | -15.6% | +24.7% | -40.2% | -15.9% |
| 3M | -20.2% | +8.3% | -28.5% | -20.4% |
| 6M | -36.6% | -22.2% | -14.4% | -36.6% |
| YTD | -45.0% | +88.1% | -133.1% | -45.6% |
| 1Y | -47.4% | +272.4% | -319.8% | -48.6% |
| 3Y | -13.7% | +2,004.1% | -2,017.8% | -17.8% |
| 5Y | -20.8% | +915.8% | -936.6% | -24.4% |
| All | +63.3% | +2,776.7% | -2,713.5% | +69.5% |
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