+3,652.8%
PNR vs ES
+1,243.3%
+2,409.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -12.8% | -2.0% | -10.8% | -12.2% |
| 3M | -17.0% | +1.7% | -18.7% | -17.4% |
| 6M | -37.4% | -3.5% | -33.9% | -36.8% |
| YTD | -41.6% | +7.9% | -49.5% | -43.2% |
| 1Y | -44.6% | +17.2% | -61.8% | -47.9% |
| 3Y | -12.1% | +29.3% | -41.4% | -21.3% |
| 5Y | -17.4% | -5.7% | -11.6% | -18.3% |
| 10Y | +64.0% | +85.2% | -21.2% | +28.8% |
| All | +3,652.8% | +1,243.3% | +2,409.6% | +1,803.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling