-20.8%
PNR vs BEN
+36.2%
-57.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -0.7% |
| 7D | -5.5% | +0.3% | -5.8% | -5.7% |
| 30D | -15.6% | +0.9% | -16.5% | -16.0% |
| 3M | -20.2% | +9.2% | -29.4% | -24.2% |
| 6M | -36.6% | +36.8% | -73.4% | -47.1% |
| YTD | -45.0% | +44.4% | -89.4% | -55.5% |
| 1Y | -47.4% | +45.8% | -93.3% | -57.9% |
| 3Y | -13.7% | +52.5% | -66.2% | -34.7% |
| 5Y | -20.8% | +37.7% | -58.5% | -39.5% |
| All | -20.8% | +36.2% | -57.0% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling