-20.3%
PNR vs BR
+8.0%
-28.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -6.0% | -3.0% | -3.1% | -4.4% |
| 30D | -14.0% | -0.3% | -13.7% | -14.0% |
| 3M | -21.7% | +17.3% | -39.0% | -29.2% |
| 6M | -37.3% | -6.7% | -30.6% | -35.3% |
| YTD | -45.1% | -23.4% | -21.7% | -35.9% |
| 1Y | -49.1% | -32.7% | -16.5% | -35.2% |
| 3Y | -14.8% | -5.9% | -8.9% | -14.9% |
| All | -20.3% | +8.0% | -28.3% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling