+294.4%
PNR vs BR
+1,282.8%
-988.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.5% | -6.0% | +0.5% | -2.2% |
| 30D | -15.6% | -0.9% | -14.7% | -15.3% |
| 3M | -20.2% | +16.4% | -36.6% | -27.4% |
| 6M | -36.6% | -8.2% | -28.4% | -34.5% |
| YTD | -45.0% | -23.2% | -21.8% | -37.4% |
| 1Y | -47.4% | -30.9% | -16.5% | -36.5% |
| 3Y | -13.7% | -5.0% | -8.7% | -13.8% |
| 5Y | -20.8% | +8.8% | -29.6% | -27.6% |
| 10Y | +65.2% | +190.1% | -124.9% | -15.2% |
| All | +294.4% | +1,282.8% | -988.4% | -17.9% |
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