-10.8%
PNR vs ES
+33.1%
-44.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.3% | -2.8% |
| 7D | -3.0% | +1.4% | -4.4% | -3.4% |
| 30D | -14.9% | -1.2% | -13.7% | -14.7% |
| 3M | -19.0% | +5.0% | -24.0% | -19.9% |
| 6M | -35.9% | -2.8% | -33.1% | -35.5% |
| YTD | -43.1% | +8.6% | -51.7% | -44.3% |
| 1Y | -46.4% | +18.9% | -65.3% | -49.1% |
| 3Y | -10.8% | +32.1% | -43.0% | -19.9% |
| All | -10.8% | +33.1% | -44.0% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling