+618.1%
PNR vs BG
+1,169.9%
-551.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.3% |
| 7D | -6.0% | +3.1% | -9.1% | -7.0% |
| 30D | -14.0% | +10.2% | -24.2% | -16.8% |
| 3M | -21.7% | -1.7% | -20.0% | -21.9% |
| 6M | -37.3% | +1.0% | -38.3% | -38.3% |
| YTD | -45.1% | +39.9% | -85.0% | -51.5% |
| 1Y | -49.1% | +53.2% | -102.4% | -56.6% |
| 3Y | -14.8% | +16.3% | -31.1% | -22.1% |
| 5Y | -21.0% | +83.9% | -104.9% | -39.7% |
| 10Y | +64.7% | +165.1% | -100.4% | +4.7% |
| All | +618.1% | +1,169.9% | -551.7% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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