+3,652.8%
PNR vs EXPD
+30,859.1%
-27,206.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -2.4% | -1.1% | -1.2% | -2.0% |
| 30D | -12.8% | +4.1% | -16.8% | -13.8% |
| 3M | -17.0% | +17.9% | -34.9% | -20.9% |
| 6M | -37.4% | +29.2% | -66.7% | -42.1% |
| YTD | -41.6% | +27.4% | -69.0% | -46.0% |
| 1Y | -44.6% | +56.8% | -101.5% | -51.9% |
| 3Y | -12.1% | +68.0% | -80.2% | -25.4% |
| 5Y | -17.4% | +61.9% | -79.3% | -29.2% |
| 10Y | +64.0% | +316.0% | -252.0% | +11.1% |
| All | +3,652.8% | +30,859.1% | -27,206.2% | +1,549.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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