+62.8%
PNR vs COO
+17.0%
+45.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -6.0% | -22.5% | +16.5% | +4.9% |
| 30D | -14.0% | -29.7% | +15.8% | +0.5% |
| 3M | -21.7% | -20.1% | -1.5% | -14.2% |
| 6M | -37.3% | -26.9% | -10.4% | -28.5% |
| YTD | -45.1% | -34.2% | -10.9% | -34.3% |
| 1Y | -49.1% | -21.3% | -27.9% | -44.3% |
| 3Y | -14.8% | -38.7% | +23.8% | +1.3% |
| 5Y | -21.0% | -52.2% | +31.2% | +3.7% |
| All | +62.8% | +17.0% | +45.9% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling