-31.8%
PNR vs ESI
+27.8%
-59.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.6% | +7.9% | +4.3% |
| 7D | +11.9% | -6.6% | +18.5% | +13.5% |
| 30D | +37.1% | -10.9% | +48.1% | +40.2% |
| 3M | +5.7% | -13.8% | +19.5% | +8.8% |
| 6M | -5.7% | -21.5% | +15.9% | -1.6% |
| YTD | -29.8% | +34.7% | -64.5% | -40.6% |
| 1Y | -31.8% | +24.9% | -56.7% | -40.8% |
| All | -31.8% | +27.8% | -59.6% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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