-5.9%
PNR vs AS
+134.9%
-140.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.5% |
| 7D | +2.8% | +6.9% | -4.1% | +1.4% |
| 30D | +31.2% | +16.0% | +15.2% | +27.2% |
| 3M | -2.1% | -12.8% | +10.8% | +0.4% |
| 6M | -14.0% | -15.4% | +1.4% | -11.5% |
| YTD | -33.6% | -15.7% | -17.9% | -31.9% |
| 1Y | -35.2% | +6.1% | -41.2% | -36.3% |
| All | -5.9% | +134.9% | -140.7% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling