-18.9%
PNR vs CAPR
+87.6%
-106.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -2.6% |
| 7D | -3.0% | -9.5% | +6.5% | -2.9% |
| 30D | -14.9% | +121.5% | -136.4% | -15.9% |
| 3M | -19.0% | -65.4% | +46.3% | -18.7% |
| 6M | -35.9% | -67.5% | +31.6% | -35.6% |
| YTD | -43.1% | -68.6% | +25.5% | -42.9% |
| 1Y | -46.4% | +42.7% | -89.1% | -48.6% |
| 3Y | -10.8% | +43.4% | -54.2% | -19.5% |
| 5Y | -18.9% | +86.0% | -104.9% | -28.7% |
| All | -18.9% | +87.6% | -106.4% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling