-20.3%
PNR vs EAT
+313.1%
-333.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | 0.0% |
| 7D | -6.0% | -7.7% | +1.7% | -4.4% |
| 30D | -14.0% | -13.6% | -0.4% | -11.3% |
| 3M | -21.7% | +33.9% | -55.6% | -27.0% |
| 6M | -37.3% | +47.2% | -84.5% | -43.2% |
| YTD | -45.1% | +48.1% | -93.2% | -50.6% |
| 1Y | -49.1% | +33.7% | -82.8% | -53.4% |
| 3Y | -14.8% | +595.8% | -610.6% | -49.7% |
| All | -20.3% | +313.1% | -333.4% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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