+116.8%
PNR vs ALM
+3,551.9%
-3,435.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | +0.2% |
| 7D | +0.3% | +1.2% | -1.0% | +0.3% |
| 30D | +31.7% | -19.3% | +51.0% | +31.8% |
| 3M | +2.6% | -40.6% | +43.3% | +2.8% |
| 6M | -6.4% | -57.9% | +51.5% | -6.2% |
| YTD | -33.4% | -6.7% | -26.7% | -33.5% |
| 1Y | -35.1% | +20.2% | -55.2% | -35.1% |
| 3Y | +17.1% | +879.4% | -862.4% | +16.4% |
| 5Y | -3.5% | +415.3% | -418.8% | -4.1% |
| 10Y | +100.2% | +2,100.8% | -2,000.6% | +98.5% |
| All | +116.8% | +3,551.9% | -3,435.0% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling