-19.3%
PNR vs ALM
+958.0%
-977.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.3% | -1.7% |
| 7D | -3.9% | +3.6% | -7.5% | -4.0% |
| 30D | -13.8% | +33.8% | -47.6% | -14.8% |
| 3M | -22.5% | +14.8% | -37.3% | -23.1% |
| 6M | -37.2% | -7.0% | -30.2% | -37.4% |
| YTD | -44.2% | +108.1% | -152.3% | -45.8% |
| 1Y | -46.6% | +313.8% | -360.4% | -49.6% |
| 3Y | -12.5% | +2,227.6% | -2,240.1% | -23.8% |
| 5Y | -19.3% | +956.6% | -976.0% | -29.1% |
| All | -19.3% | +958.0% | -977.4% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling