-14.6%
PNR vs EL
-34.4%
+19.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.9% |
| 7D | -5.5% | -4.4% | -1.1% | -4.6% |
| 30D | -15.6% | +10.3% | -25.8% | -17.5% |
| 3M | -20.2% | +13.4% | -33.6% | -22.6% |
| 6M | -36.6% | +3.1% | -39.7% | -37.7% |
| YTD | -45.0% | -6.9% | -38.1% | -45.0% |
| 1Y | -47.4% | +11.9% | -59.4% | -49.7% |
| All | -14.6% | -34.4% | +19.8% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling