+90.2%
PNR vs ALM
+7,705.7%
-7,615.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | -2.4% | -2.6% | +0.2% | -2.4% |
| 30D | -12.8% | +32.0% | -44.8% | -12.8% |
| 3M | -17.0% | -15.0% | -2.0% | -17.0% |
| 6M | -37.4% | -10.1% | -27.3% | -37.4% |
| YTD | -41.6% | +99.4% | -141.0% | -41.7% |
| 1Y | -44.6% | +316.4% | -361.0% | -44.8% |
| 3Y | -12.1% | +2,022.0% | -2,034.1% | -12.8% |
| 5Y | -17.4% | +941.2% | -958.6% | -18.0% |
| 10Y | +64.0% | +2,950.3% | -2,886.4% | +62.4% |
| All | +90.2% | +7,705.7% | -7,615.5% | +86.7% |
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 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