-3.0%
PNR vs AS
+142.2%
-145.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | -0.1% | +2.4% |
| 7D | -0.5% | +5.8% | -6.3% | -1.7% |
| 30D | +34.4% | +15.4% | +19.1% | +30.5% |
| 3M | +2.4% | -11.9% | +14.3% | +4.8% |
| 6M | -7.8% | -9.9% | +2.1% | -6.3% |
| YTD | -31.6% | -13.1% | -18.5% | -30.3% |
| 1Y | -33.6% | +9.9% | -43.5% | -35.3% |
| All | -3.0% | +142.2% | -145.3% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling