-19.3%
PNR vs COO
-44.2%
+24.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.2% | +4.3% | +1.0% |
| 7D | -3.9% | -9.0% | +5.1% | +0.3% |
| 30D | -13.8% | -16.8% | +3.0% | -6.2% |
| 3M | -22.5% | -7.5% | -15.0% | -20.1% |
| 6M | -37.2% | -16.3% | -20.9% | -32.1% |
| YTD | -44.2% | -22.5% | -21.7% | -37.5% |
| 1Y | -46.6% | -7.0% | -39.7% | -45.4% |
| 3Y | -12.5% | -27.5% | +14.9% | -3.2% |
| 5Y | -19.3% | -43.3% | +24.0% | -0.8% |
| All | -19.3% | -44.2% | +24.8% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling