+62.8%
PNR vs BEN
+56.6%
+6.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -6.0% | -3.1% | -2.9% | -4.5% |
| 30D | -14.0% | +0.2% | -14.2% | -14.1% |
| 3M | -21.7% | +6.8% | -28.5% | -24.7% |
| 6M | -37.3% | +38.1% | -75.4% | -47.5% |
| YTD | -45.1% | +44.3% | -89.5% | -55.2% |
| 1Y | -49.1% | +42.6% | -91.7% | -58.4% |
| 3Y | -14.8% | +52.3% | -67.1% | -34.5% |
| 5Y | -21.0% | +37.6% | -58.7% | -37.5% |
| All | +62.8% | +56.6% | +6.2% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling