-19.7%
PNR vs ESI
+73.8%
-93.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | -3.9% | +3.9% | -7.8% | -5.6% |
| 30D | -13.8% | -3.8% | -10.0% | -12.5% |
| 3M | -22.5% | -13.1% | -9.4% | -18.7% |
| 6M | -37.2% | +11.3% | -48.5% | -43.2% |
| YTD | -44.2% | +44.1% | -88.3% | -56.7% |
| 1Y | -46.6% | +40.3% | -87.0% | -58.4% |
| 3Y | -12.5% | +84.1% | -96.6% | -44.3% |
| All | -19.7% | +73.8% | -93.5% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling