+20.7%
PNR vs EOSE
-60.2%
+80.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.2% |
| 7D | -5.5% | +14.0% | -19.5% | -6.0% |
| 30D | -15.6% | -5.9% | -9.7% | -15.5% |
| 3M | -20.2% | -34.3% | +14.1% | -19.3% |
| 6M | -36.6% | -37.8% | +1.1% | -36.2% |
| YTD | -45.0% | -65.2% | +20.2% | -43.8% |
| 1Y | -47.4% | -41.9% | -5.5% | -47.9% |
| 3Y | -13.7% | +44.6% | -58.3% | -21.7% |
| 5Y | -20.8% | -69.2% | +48.4% | -32.7% |
| All | +20.7% | -60.2% | +80.9% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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