-5.9%
PNR vs AS
+125.3%
-131.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -1.1% |
| 7D | -2.3% | -3.6% | +1.3% | -1.6% |
| 30D | +29.3% | +3.4% | +25.9% | +28.4% |
| 3M | +4.1% | -8.6% | +12.7% | +5.9% |
| 6M | -8.6% | -10.0% | +1.4% | -7.1% |
| YTD | -33.6% | -19.2% | -14.4% | -31.3% |
| 1Y | -36.4% | -3.8% | -32.6% | -36.3% |
| All | -5.9% | +125.3% | -131.2% | -13.7% |
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