+3,553.7%
PNR vs BEN
+4,901.8%
-1,348.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -3.0% | +4.7% | -7.7% | -4.7% |
| 30D | -14.9% | +2.6% | -17.5% | -15.8% |
| 3M | -19.0% | +11.5% | -30.5% | -22.7% |
| 6M | -35.9% | +35.3% | -71.3% | -43.6% |
| YTD | -43.1% | +48.6% | -91.8% | -51.8% |
| 1Y | -46.4% | +46.7% | -93.1% | -54.5% |
| 3Y | -10.8% | +57.0% | -67.9% | -27.4% |
| 5Y | -18.9% | +41.8% | -60.7% | -31.9% |
| 10Y | +64.4% | +55.2% | +9.2% | +27.3% |
| All | +3,553.7% | +4,901.8% | -1,348.0% | +1,403.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling