-44.6%
PNR vs COO
+4.1%
-48.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | -2.4% | -2.2% | -0.1% | -1.4% |
| 30D | -12.8% | -7.0% | -5.7% | -10.1% |
| 3M | -17.0% | +12.2% | -29.2% | -21.7% |
| 6M | -37.4% | -15.1% | -22.3% | -32.9% |
| YTD | -41.6% | -15.1% | -26.5% | -37.5% |
| 1Y | -44.6% | +2.3% | -47.0% | -44.7% |
| All | -44.6% | +4.1% | -48.8% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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