-44.6%
PNR vs CAPR
+48.7%
-93.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | -2.4% | -2.0% | -0.4% | -2.4% |
| 30D | -12.8% | +139.2% | -152.0% | -13.2% |
| 3M | -17.0% | -66.4% | +49.4% | -16.8% |
| 6M | -37.4% | -63.1% | +25.7% | -37.3% |
| YTD | -41.6% | -67.4% | +25.8% | -41.5% |
| 1Y | -44.6% | +58.2% | -102.9% | -45.4% |
| All | -44.6% | +48.7% | -93.4% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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