+63.3%
PNR vs CAPR
-78.6%
+141.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.6% | -1.3% |
| 7D | -5.5% | -10.6% | +5.1% | -5.3% |
| 30D | -15.6% | +111.2% | -126.8% | -16.9% |
| 3M | -20.2% | -67.2% | +47.0% | -19.7% |
| 6M | -36.6% | -75.1% | +38.5% | -35.9% |
| YTD | -45.0% | -71.2% | +26.3% | -44.6% |
| 1Y | -47.4% | +31.1% | -78.6% | -50.4% |
| 3Y | -13.7% | +31.3% | -45.0% | -21.0% |
| 5Y | -20.8% | +69.4% | -90.2% | -28.8% |
| All | +63.3% | -78.6% | +141.9% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling