+1,149.2%
PNR vs EL
+1,685.7%
-536.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.7% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -12.8% | +19.8% | -32.6% | -18.4% |
| 3M | -17.0% | +25.7% | -42.7% | -23.7% |
| 6M | -37.4% | +5.4% | -42.9% | -39.7% |
| YTD | -41.6% | +0.2% | -41.8% | -43.3% |
| 1Y | -44.6% | +20.4% | -65.1% | -50.0% |
| 3Y | -12.1% | -32.1% | +20.0% | -9.8% |
| 5Y | -17.4% | -67.2% | +49.8% | +7.8% |
| 10Y | +64.0% | +31.7% | +32.2% | +28.3% |
| All | +1,149.2% | +1,685.7% | -536.5% | +384.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling