+3,652.8%
PNR vs COO
+5,988.7%
-2,335.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -2.4% | -2.2% | -0.1% | -2.2% |
| 30D | -12.8% | -7.0% | -5.7% | -12.2% |
| 3M | -17.0% | +12.2% | -29.2% | -17.9% |
| 6M | -37.4% | -15.1% | -22.3% | -36.5% |
| YTD | -41.6% | -15.1% | -26.5% | -40.8% |
| 1Y | -44.6% | +2.3% | -47.0% | -44.8% |
| 3Y | -12.1% | -23.7% | +11.5% | -10.4% |
| 5Y | -17.4% | -38.9% | +21.5% | -14.4% |
| 10Y | +64.0% | +49.9% | +14.1% | +60.0% |
| All | +3,652.8% | +5,988.7% | -2,335.9% | +3,203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling