-19.7%
PNR vs EL
-68.7%
+49.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.1% |
| 7D | -3.9% | -2.4% | -1.5% | -3.2% |
| 30D | -13.8% | +13.7% | -27.5% | -17.1% |
| 3M | -22.5% | +14.5% | -37.0% | -25.9% |
| 6M | -37.2% | +7.4% | -44.6% | -39.3% |
| YTD | -44.2% | -4.7% | -39.5% | -44.7% |
| 1Y | -46.6% | +12.9% | -59.6% | -50.0% |
| 3Y | -12.5% | -32.2% | +19.7% | -9.2% |
| All | -19.7% | -68.7% | +49.0% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling