-17.2%
PNR vs AS
+120.4%
-137.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.4% |
| 7D | -2.4% | -4.9% | +2.5% | -1.4% |
| 30D | -12.8% | -19.6% | +6.8% | -8.9% |
| 3M | -17.0% | -14.4% | -2.6% | -14.7% |
| 6M | -37.4% | -20.1% | -17.3% | -35.0% |
| YTD | -41.6% | -20.9% | -20.7% | -39.3% |
| 1Y | -44.6% | -21.9% | -22.8% | -42.5% |
| All | -17.2% | +120.4% | -137.6% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling