-35.1%
PNR vs ES
+2.1%
-37.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +0.3% | +2.7% | -2.4% | -0.5% |
| 30D | +31.7% | +7.6% | +24.1% | +28.9% |
| 3M | +2.6% | +0.5% | +2.1% | +2.1% |
| 6M | -6.4% | +7.6% | -14.0% | -7.6% |
| YTD | -33.4% | +10.2% | -43.7% | -34.5% |
| 1Y | -35.1% | +1.8% | -36.9% | -36.3% |
| All | -35.1% | +2.1% | -37.2% | -36.3% |
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