+72.2%
PNR vs ESI
+224.6%
-152.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.7% |
| 7D | -2.4% | +3.3% | -5.7% | -3.5% |
| 30D | -12.8% | -5.9% | -6.9% | -11.1% |
| 3M | -17.0% | -14.1% | -2.9% | -13.5% |
| 6M | -37.4% | +6.6% | -44.0% | -40.3% |
| YTD | -41.6% | +45.0% | -86.6% | -50.3% |
| 1Y | -44.6% | +41.5% | -86.1% | -52.6% |
| 3Y | -12.1% | +78.8% | -90.9% | -31.6% |
| 5Y | -17.4% | +70.9% | -88.3% | -35.2% |
| 10Y | +64.0% | +317.1% | -253.1% | -4.6% |
| All | +72.2% | +224.6% | -152.4% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling