-44.6%
PNR vs BEN
+42.6%
-87.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.5% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -12.8% | -0.5% | -12.2% | -12.7% |
| 3M | -17.0% | +9.7% | -26.7% | -19.1% |
| 6M | -37.4% | +33.9% | -71.3% | -43.1% |
| YTD | -41.6% | +49.0% | -90.6% | -48.4% |
| 1Y | -44.6% | +42.1% | -86.7% | -49.3% |
| All | -44.6% | +42.6% | -87.2% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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