+3,485.2%
PNR vs EAT
+10,884.1%
-7,399.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.4% | -1.2% |
| 7D | -3.9% | -6.8% | +2.9% | -2.4% |
| 30D | -13.8% | -5.4% | -8.4% | -13.1% |
| 3M | -22.5% | +42.8% | -65.3% | -28.7% |
| 6M | -37.2% | +56.5% | -93.7% | -43.7% |
| YTD | -44.2% | +50.0% | -94.2% | -49.8% |
| 1Y | -46.6% | +38.3% | -84.9% | -51.5% |
| 3Y | -12.5% | +591.6% | -604.2% | -46.1% |
| 5Y | -19.3% | +312.6% | -332.0% | -46.8% |
| 10Y | +67.5% | +381.4% | -314.0% | -8.8% |
| All | +3,485.2% | +10,884.1% | -7,399.0% | +954.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling