-35.0%
PNR vs AS
+2.8%
-37.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.3% |
| 7D | -3.7% | -3.0% | -0.7% | -2.9% |
| 30D | +33.1% | +9.6% | +23.6% | +29.8% |
| 3M | +3.7% | -8.2% | +11.9% | +6.0% |
| 6M | -7.7% | -9.9% | +2.2% | -5.9% |
| YTD | -32.4% | -16.8% | -15.6% | -30.3% |
| 1Y | -35.0% | +3.0% | -38.0% | -33.9% |
| All | -35.0% | +2.8% | -37.8% | -33.9% |
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