+67.5%
PNR vs FIVE
+486.0%
-418.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.9% | -1.1% |
| 7D | -3.9% | +1.7% | -5.5% | -4.4% |
| 30D | -13.8% | +5.0% | -18.8% | -15.1% |
| 3M | -22.5% | +29.5% | -52.0% | -28.3% |
| 6M | -37.2% | +12.4% | -49.6% | -40.1% |
| YTD | -44.2% | +31.2% | -75.4% | -49.2% |
| 1Y | -46.6% | +72.9% | -119.5% | -55.3% |
| 3Y | -12.5% | +53.0% | -65.5% | -29.2% |
| 5Y | -19.3% | +34.2% | -53.5% | -34.4% |
| 10Y | +67.5% | +497.6% | -430.2% | -9.9% |
| All | +67.5% | +486.0% | -418.5% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling