+293.4%
PNR vs BR
+1,278.7%
-985.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.9% |
| 3M | -21.7% | +17.3% | -39.0% | -29.0% |
| 6M | -37.3% | -6.7% | -30.6% | -35.8% |
| YTD | -45.1% | -23.4% | -21.7% | -37.5% |
| 1Y | -49.1% | -32.7% | -16.5% | -37.6% |
| 3Y | -14.8% | -5.9% | -8.9% | -14.4% |
| 5Y | -21.0% | +8.4% | -29.4% | -27.6% |
| 10Y | +64.7% | +189.2% | -124.5% | -15.3% |
| All | +293.4% | +1,278.7% | -985.3% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling