-44.6%
PNR vs EL
+14.8%
-59.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.3% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | -12.8% | +19.8% | -32.6% | -16.2% |
| 3M | -17.0% | +25.7% | -42.7% | -21.0% |
| 6M | -37.4% | +5.4% | -42.9% | -38.7% |
| YTD | -41.6% | +0.2% | -41.8% | -42.6% |
| 1Y | -44.6% | +20.4% | -65.1% | -47.6% |
| All | -44.6% | +14.8% | -59.4% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling