-31.8%
PNR vs AS
+3.3%
-35.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.1% | -1.8% | +1.9% |
| 7D | +11.9% | +13.8% | -1.9% | +8.1% |
| 30D | +37.1% | +16.7% | +20.5% | +31.3% |
| 3M | +5.7% | -11.5% | +17.2% | +8.9% |
| 6M | -5.7% | -5.5% | -0.2% | -5.2% |
| YTD | -29.8% | -14.2% | -15.6% | -28.2% |
| 1Y | -31.8% | +2.1% | -33.9% | -31.2% |
| All | -31.8% | +3.3% | -35.1% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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