+98.5%
PNR vs COO
+41.1%
+57.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +31.7% | +14.2% | +17.6% | +23.9% |
| 3M | +2.6% | -18.2% | +20.8% | +11.7% |
| 6M | -6.4% | +5.3% | -11.7% | -10.2% |
| YTD | -33.4% | -23.6% | -9.9% | -25.6% |
| 1Y | -35.1% | -12.7% | -22.4% | -32.0% |
| 3Y | +17.1% | -24.2% | +41.3% | +26.1% |
| 5Y | -3.5% | -40.0% | +36.4% | +14.1% |
| All | +98.5% | +41.1% | +57.4% | +92.7% |
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 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