-31.8%
PNR vs CAPR
+47.4%
-79.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.3% | -5.0% | +3.3% |
| 7D | +11.9% | +43.2% | -31.3% | +11.7% |
| 30D | +37.1% | +14.7% | +22.5% | +37.0% |
| 3M | +5.7% | +113.9% | -108.2% | +5.2% |
| 6M | -5.7% | -73.4% | +67.7% | -5.5% |
| YTD | -29.8% | -69.1% | +39.3% | -29.7% |
| 1Y | -31.8% | +47.2% | -79.0% | -32.6% |
| All | -31.8% | +47.4% | -79.2% | -32.6% |
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