-46.6%
PNR vs ES
+17.2%
-63.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -13.8% | -1.0% | -12.8% | -13.6% |
| 3M | -22.5% | +1.5% | -24.0% | -22.4% |
| 6M | -37.2% | -3.5% | -33.7% | -36.9% |
| YTD | -44.2% | +7.0% | -51.2% | -44.5% |
| 1Y | -46.6% | +15.3% | -62.0% | -47.2% |
| All | -46.6% | +17.2% | -63.8% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling