+103.2%
PNR vs ES
+92.3%
+10.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.9% |
| 7D | -3.7% | +0.1% | -3.9% | -3.8% |
| 30D | +33.1% | +6.7% | +26.4% | +29.9% |
| 3M | +3.7% | +0.3% | +3.4% | +3.4% |
| 6M | -7.7% | +7.4% | -15.1% | -10.2% |
| YTD | -32.4% | +8.4% | -40.8% | -34.7% |
| 1Y | -35.0% | +0.6% | -35.6% | -35.7% |
| 3Y | +17.1% | +50.6% | -33.5% | -3.7% |
| 5Y | +0.1% | +4.8% | -4.7% | -4.8% |
| 10Y | +103.2% | +93.1% | +10.1% | +93.7% |
| All | +103.2% | +92.3% | +10.9% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling