-44.6%
PNR vs BR
-29.1%
-15.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.0% |
| 7D | -2.4% | -5.3% | +2.9% | -1.3% |
| 30D | -12.8% | +6.4% | -19.2% | -14.0% |
| 3M | -17.0% | +13.6% | -30.6% | -19.4% |
| 6M | -37.4% | -6.7% | -30.7% | -36.5% |
| YTD | -41.6% | -21.1% | -20.5% | -35.8% |
| 1Y | -44.6% | -29.6% | -15.1% | -35.1% |
| All | -44.6% | -29.1% | -15.5% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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