-35.1%
PNR vs ALM
+19.0%
-54.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +32.7% |
| 3M | +2.6% | -40.6% | +43.3% | +4.3% |
| 6M | -6.4% | -57.9% | +51.5% | -4.1% |
| YTD | -33.4% | -6.7% | -26.7% | -28.0% |
| 1Y | -35.1% | +20.2% | -55.2% | -29.7% |
| All | -35.1% | +19.0% | -54.0% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling